Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger. - Oxford ; New York : Oxford University Press, 1991. - viii, 301 p. : ill. ; 24 cm. - Advanced texts in econometrics .

Includes bibliographical references and indexes.

0198283385 0198283393 (pbk.) : $24.95

91010092


Econometrics.
Time-series analysis.
Econometric models.
Cointegration.

HB139 / .L66 1991

330/.01/5195