Time-Series-Based Econometrics: Unit Roots and Co-Integrations - Rilegato

Hatanaka, Michio

Rilegato

ISBN 10: 0198773528 ISBN 13: 9780198773528

Casa editrice: Oxford Univ Pr, 1996

Riassunto

Although there has been rapid development in the field of unit roots and cointegration, this progress has taken divergent directions, and has been subjected to criticism. This monograph clearly relates cointegration to economic theories and describes cointegrated regression as a revolution in econometric methods for macroeconomics. It provides a guide for the selection of appropriate inference methods to study macroeconomic relations. The discussion of unit roots and cointegration starts from first principles, builds up explanations of concepts and techniques step-by-step, and ultimately shows how the techniques have been applied to economic studies.

Dettagli dell'edizione

• Editore: Oxford Univ Pr
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0198773528
• ISBN 13: 9780198773528
• Rilegatura: Copertina rigida
• Numero di pagine: 306
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia