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Long-Run Economic Relationships : Readings in Cointegration. R.F.エングル、C.W.J.グレンジャー編 長期経済関係
・ISBN 978-0-19-828338-6 hard
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・ISBN 978-0-19-828339-3 paper GB£ 84.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-383-01721-2
| 著者・編者 | Engle, R. F. / Granger, C. W. J. (eds.), |
|---|---|
| シリーズ | Advanced Texts in Econometrics |
| 出版社 | (Oxford U. Pr., UK) |
| 出版年月 | 1991 |
| ページ数 | 308 pp. |
| 言語 | ENG |
| ニュース番号 | ＜365-29＞ |
解説
This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.