Cointegration
ShareCopied to clipboardCointegration is a book subject. It includes 15 books, written by 12 different authors.
Key facts
- number of authors: 12 people
- number of books: 15
- books: Determination of cointegrating rank in fractional systems, Factor-augmented error correction models, Generalised impulse response analysis in linear multivariate models
- authors: P. M. Robinson, Anindya Banerjee, M. Hashem Pesaran
- publication dates: 2001, 2008, 1997
- book publishers: Suntory and Toyota International Centres for Economics and Related Disciplines, Centre for Economic Policy Research, University of Cambridge Dept of Applied Economics
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"Cointegration" is one of the 293,135 book subjects in our database.
This dashboard is based on data from: The British Library.
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