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Reference: David F Hendry, Cointegration Analysis: An International Enterprise In H. Jeppesen ed., E. Starup-Jensen ed. (1997). University of Copenhagen: Centre of Excellence. Copenhagen: University of Copenhagen.Citable link to this page:

 

Cointegration Analysis: An International Enterprise.

Abstract: Cointegration analysis is truly an international enterprise, with researchers from most continents andmajor countries participating. You will, of course, recognize that the very word is Danish, in the samesense as menu is English. The history of the concept and related notions, as this is central to understanding its present position in the econometrician’s toolkit is recalled. Then the idea is illustrated with an example of how we conceive of cointegration in the context of an issue such as inflation, which has been the centre of much economic policy and even more theoretical and empirical analysis.

Bibliographic Details

Host: University of Copenhagen: Centre of Excellencesee more from themIdentifiers

Urn: uuid:28c7f7fb-1bc4-41d5-ac9b-0f0ebdf54e56 Item Description

Type: info:eu-repo/semantics/bookPart;

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Author: David F Hendry - - - - Bibliographic Details Host: University of Copenhagen: Centre of Excellence see more from them - Identifier

Source: https://ora.ox.ac.uk/objects/uuid:28c7f7fb-1bc4-41d5-ac9b-0f0ebdf54e56



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