Your price
Out of Stock

Time-series-based Econometrics

Unit Roots and Cointegration. Advanced Texts in Econometrics

By (author) Michio Hatanaka
Format: Hardback
Publisher: Oxford University Press, Oxford, United Kingdom
Published: 1st Jan 1996
Dimensions: w 150mm h 230mm
Weight: 489g
ISBN-10: 0198773528
ISBN-13: 9780198773528
Barcode No: 9780198773528
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.

New & Used

Seller Information Condition Price
Out of Stock

What Reviewers Are Saying

Be the first to review this item. Submit your review now