Cointegration

Edited by B. Rao

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 1994
ISBN: 978-1-349-23529-2
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Chapters in this book:

Ch 1 Editor’s Introduction

B. Rao

Ch 2 A Primer on Cointegration with an Application to Money and Income

David A. Dickey, Dennis W. Jansen and Daniel Thornton

Ch 3 Unit Roots and Cointegration for the Economist

Darryl Holden and Roger Perman

Ch 4 Trend, Unit Root and Structural Change in Macroeconomic Time Series

Pierre Perron

Ch 5 Wage Growth and the Inflation Process: An Empirical Approach

Yash P. Mehra

Ch 6 Diagnostic Testing: An Application to the Demand for M1

Glenn Otto

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Persistent link: https://EconPapers.repec.org/RePEc:pal:palbok:978-1-349-23529-2

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DOI: 10.1007/978-1-349-23529-2

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