Long-run economic relationships : readings in cointegration /

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Bibliographic Details
Imprint:Oxford ; New York : Oxford University Press, 1991.
Description:viii, 301 p. : ill. ; 23 cm.
Language:English
Series:Advanced texts in economics
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/1199690
Hidden Bibliographic Details
Other title:Cointegration.
Other authors / contributors:Engle, R. F. (Robert F.)
Granger, C. W. J. (Clive William John), 1934-2009
ISBN:0198283385
Notes:Includes bibliographical references and index.

MARC

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505 0 0 |g 1.  |t Introduction --  |g 2.  |t Variable Trends in Economic Time Series /  |r James Stock and Mark Watson --  |g 3.  |t Econometric Modelling with Cointegrated Variables: An Overview /  |r David Hendry --  |g 4.  |t Developments in the Study of Cointegrated Economic Variables /  |r Clive Granger --  |g 5.  |t Cointegration and Error Correction: Representation, Estimation, and Testing /  |r Robert Engle and Clive Granger --  |g 6.  |t Forecasting and Testing in Co-Integrated Systems /  |r Robert Engle and Sam Yoo --  |g 7.  |t Statistical Analysis of Cointegration Vectors /  |r Soren Johansen --  |g 8.  |t Testing for Common Trends /  |r James Stock and Mark Watson --  |g 9.  |t Multicointegration /  |r Clive Granger and Tae-Hwy Lee --  |g 10.  |t Cointegration and Tests of Present Value Models /  |r John Campbell and Robert J. Shiller --  |g 11.  |t Merging Short- and Long-Run Forecasts /  |r Robert Engle, Clive Granger and Jeffery Hallman --  |g 12.  |t Cointegrated Economic Time Series: An Overview with New Results /  |r Robert Engle and Sam Yoo --  |g 13.  |t Critical Values for Cointegration Tests /  |r James MacKinnon --  |g 14.  |t Some Recent Generalizations of Cointegration and the Analysis of Long-Run Relationships /  |r Clive Granger. 
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