Unit Roots and Cointegration: An Introduction

Roger Perman, Darryl Holden

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

This chapter provides an introduction to unit roots and cointegration

Original language	English
Title of host publication	Cointegration for the Applied Economist
Editors	B. Bhaskara Rao
Pages	47-112
Number of pages	66
Publication status	Published - 1994

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title = "Unit Roots and Cointegration: An Introduction",

abstract = "This chapter provides an introduction to unit roots and cointegration",

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author = "Roger Perman and Darryl Holden",

year = "1994",

language = "English",

isbn = "9780312158095",

pages = "47--112",

editor = "Rao, {B. Bhaskara }",

booktitle = "Cointegration for the Applied Economist",

}

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AU - Perman, Roger

AU - Holden, Darryl

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N2 - This chapter provides an introduction to unit roots and cointegration

AB - This chapter provides an introduction to unit roots and cointegration

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KW - theoretical developments

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BT - Cointegration for the Applied Economist

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