Unit Roots and Cointegration: An Introduction

Roger Perman, Darryl Holden

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter provides an introduction to unit roots and cointegration
Original languageEnglish
Title of host publicationCointegration for the Applied Economist
EditorsB. Bhaskara Rao
Pages47-112
Number of pages66
Publication statusPublished - 1994

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Keywords

  • unit roots
  • cointegration
  • introduction
  • theoretical developments
  • economics

Cite this

Perman, R., & Holden, D. (1994). Unit Roots and Cointegration: An Introduction. In B. B. Rao (Ed.), Cointegration for the Applied Economist (pp. 47-112)