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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Authors: Anindya Banerjee
Categories: Business & Economics
Type: BOOK - Published: 1993-05-27 - Publisher: Oxford University Press

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This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of p
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

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The Econometric Analysis of Non-Stationary Spatial Panel Data
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This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial ec
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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.