Unit Roots and Cointegration : An Introduction

Perman, Roger and Holden, Darryl; Rao, B. Bhaskara, ed. (1994) Unit Roots and Cointegration : An Introduction. In: Cointegration for the Applied Economist. Macmillan, London, pp. 47-112. ISBN 9780312158095

Abstract

This chapter provides an introduction to unit roots and cointegration

ORCID iDs

Perman, Roger ORCID: https://orcid.org/0000-0002-6862-7462

Holden, Darryl ORCID: https://orcid.org/0000-0002-4333-6116

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• Item metadata

  Item type:	Book Section
  ID code:	47959
  Dates:	Date Event 1994 Published
  Keywords:	unit roots, cointegration, introduction, theoretical developments, economics, Economic Theory, Economics, Econometrics and Finance(all)
  Subjects:	Social Sciences > Economic Theory
  Department:	Strathclyde Business School > Economics
  Depositing user:	Pure Administrator
  Date deposited:	09 May 2014 09:30
  Last modified:	18 Jan 2023 12:23
  URI:	https://strathprints.strath.ac.uk/id/eprint/47959