Long-Run Economic Relationships: Readings in Cointegration.
综述协整领域的最新发展，协整用于连接多组序列的长期成分，并引入时间序列模型讨论均衡，适合有现代计量经济学基础的经济学者阅读。
This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly uncontroversial way. The idea was introduced in the early 1980s and has generated much interest since then amongst econometricians and macroeconomists. The authors discuss the basic ideas in their introduction, and the final chapters review the most recent developments in the field in a non-technical way that will enable economists with some training in modern econometrics to understand and appreciate these developments.