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
LanguageEnglish
Title of host publicationCointegration for the Applied Economist
EditorsB. Bhaskara Rao
Pages47-112
Number of pages66
Publication statusPublished - 1994

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Unit root
Cointegration

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)
Perman, Roger ; Holden, Darryl. / Unit Roots and Cointegration : An Introduction. Cointegration for the Applied Economist. editor / B. Bhaskara Rao. 1994. pp. 47-112
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Perman, R & Holden, D 1994, Unit Roots and Cointegration: An Introduction. in BB Rao (ed.), Cointegration for the Applied Economist. pp. 47-112.

Unit Roots and Cointegration : An Introduction. / Perman, Roger; Holden, Darryl.

Cointegration for the Applied Economist. ed. / B. Bhaskara Rao. 1994. p. 47-112.

Research output: Chapter in Book/Report/Conference proceedingChapter

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KW - introduction

KW - theoretical developments

KW - economics

M3 - Chapter

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BT - Cointegration for the Applied Economist

A2 - Rao, B. Bhaskara

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Perman R, Holden D. Unit Roots and Cointegration: An Introduction. In Rao BB, editor, Cointegration for the Applied Economist. 1994. p. 47-112