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03093cam a2200421 a 4500 |
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20241030105354.0 |
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910304s1991 enka b 001 0 eng |
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|a 91010092
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| 020 |
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|a 0198283385
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|a 9780198283386
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| 020 |
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|a 0198283393
|q (pbk.)
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| 020 |
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|a 9780198283393
|q (pbk.)
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| 035 |
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|a (OCoLC)23355881
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| 035 |
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|a (OCoLC)ocm23355881
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| 040 |
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|a DLC
|c DLC
|d UKM
|d WEA
|d OCLCO
|d U@S
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| 049 |
|
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|a U@SA
|
| 050 |
0 |
0 |
|a HB139
|b .L66 1991
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| 080 |
0 |
|
|a 330.115
|
| 245 |
0 |
0 |
|a Long-run economic relationships :
|b readings in cointegration /
|c edited by R.F. Engle and C.W.J. Granger.
|
| 246 |
3 |
0 |
|a Cointegration
|
| 260 |
|
|
|a Oxford ;
|a New York :
|b Oxford University Press,
|c 1991.
|
| 300 |
|
|
|a viii, 301 p. :
|b il. ;
|c 24 cm.
|
| 490 |
1 |
|
|a Advanced texts in econometrics
|
| 504 |
|
|
|a Incluye referencias bibliográficas e índices.
|
| 505 |
0 |
|
|a Introduction -- Variable trends in economic time series / James H. Stock and Mark W. Watson -- Econometric modelling with cointegrated variables : an overview / David F. Hendry -- Developments in the study of cointegrated economic variables / C.W.J. Granger -- Co-integration and error correction : representation, estimation, and testing / Robert F. Engle and C.W.J. Granger -- Forecasting and testing in co-integrated systems / Robert F. Engle and Byung Sam Yoo -- Statistical analysis of cointegration vectors / Søren Johansen -- Testing for common trends / James H. Stock and Mark W. Watson -- Multicointegration / C.W.J. Granger and Tae-Hwy Lee -- Cointegration and tests of present value models / John Y. Campbell and Robert J. Shiller -- Merging short- and long-run forecasts : an application of seasonal cointegration to monthly electricity sales forecasting / R.F. Engle, C.W.J. Granger, and J.J. Hallman -- Cointegrated economic time series : an overview with new results / Robert F. Engle and B. Sam Yoo -- Critical values for cointegration tests / James G. MacKinnon -- Some recent generalizations of cointegration and the analysis of long-run relationships / Clive W.J. Granger.
|
| 520 |
|
|
|a "In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. 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 manner." --Descripción del editor.
|
| 650 |
|
0 |
|a Econometrics.
|
| 650 |
|
0 |
|a Time-series analysis.
|
| 650 |
|
0 |
|a Econometric models.
|
| 650 |
|
0 |
|a Cointegration.
|
| 650 |
|
7 |
|a Econometría.
|2 UDESA
|
| 650 |
|
7 |
|a Análisis de series de tiempo.
|2 UDESA
|
| 650 |
|
7 |
|a Modelos econométricos.
|2 UDESA
|
| 650 |
|
7 |
|a Cointegración.
|2 UDESA
|
| 700 |
1 |
|
|a Engle, R. F.
|q (Robert F.),
|e ed.
|
| 700 |
1 |
|
|a Granger, C. W. J.
|q (Clive William John),
|d 1934-2009,
|e ed.
|
| 830 |
|
0 |
|a Advanced texts in econometrics
|