Cointegration Econometric

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• Product ID: R40022260

Cointegration Econometric

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• Product ID: R40022260
• ISBN: 9780133558920

Package Size

22cm x 4.5cm x 27cm

Gross Weight

1.2kg

Author

Harris

Publishing Date

Apr 1995

Binding

Paperback

Pages

192 Pages

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Add to Cart Cointegration Econometric Analysis

	The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly.. Buy 1 at wholesale price, make ~ 170% profit by reselling at market price ?up to R1400.

Product Features

• "Toolkit" approach with an emphasis on practice and the actual tests used.
• Covers the Engle-Granger procedure.
• Covers the Johansen technique.
• Overview of structural VAR modelling.
• Advanced and difficult concepts presented in technical boxes thus preserving the flow of exposition.
• Boxed examples throughout.

Description

Table of Contents

• 1. Introduction and Overview 2. Short - and Long-Run Models 3. Testing for Unit Roots 4. Cointegration in Single Equations 5. Cointegration in Multivariate Systems 6. Modelling the Short-Run and Other Extensions
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Appendix

References http://www.dropshippers.co.za/

Index

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• Letters C-E, Number (CEn)

Textbook Price Regulation

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