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Introduction: Cointegration, Economic Equilibrium and the Long Run

  • Simon P. Burke
  • John Hunter
Chapter
Part of the Palgrave Texts in Econometrics book series (PTEC)

Abstract

The econometrician or statistician might be viewed as a forensic scientist, trying to detect from the splatter (of blood), a line through space from which it may be determined, how and by whom a crime was committed. The tools available to calculate and describe this evidence are estimators and tests, and then — conditional on the model selected — identification of the cause or the perpetrator of the crime.

Keywords

Time Series Model Multivariate Time Series Economic Equilibrium Economic Time Series Univariate Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Simon P. Burke and John Hunter 2005

Authors and Affiliations

  • Simon P. Burke
  • John Hunter

There are no affiliations available

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