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Published: 12 November 1992

312 Pages | 13 illus.

ISBN: 9780198283393

Bookseller Code (06)

Long-Run Economic Relationships

Readings in Cointegration

Edited by R. F. Engle and C. W. J. Granger

Advanced Texts in Econometrics

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.

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