A primer on unit-roots and cointegration : Cátedra de Econometría

The analysis of unit-root processes and cointegrated systems has played a prominent role in econometrics and macroeconomics in the last decade, with applications to diverse fields such as macroeconomics, finance, economic history, international economics, etc. The reasons for such a rapid expansion...

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Detalles Bibliográficos
Autor principal: Sosa Escudero, Walter
Formato: Articulo Documento de trabajo
Lenguaje:Inglés
Publicado: 2000
Materias:
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/3479
http://www.depeco.econo.unlp.edu.ar/trabdoce/docen3.pdf
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