Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics)

Hatanaka, Michio

ISBN 10: 0198773528 / ISBN 13: 9780198773528

Editore: Oxford University Press, 1996

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306 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 969 23,6 x 15,5 x 2,3 cm, Gebundene Ausgabe.

Codice articolo 388244

Dati bibliografici

• Titolo: Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics)
• Editore: Oxford University Press
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0198773528
• ISBN 13: 9780198773528
• Rilegatura: Rilegato
• Condizione: Gut
• Peso: 969 grammi
• Cataloghi dei venditori:
  • Alle Bücher

Descrizione articolo

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.