Time-Series-Based Econometrics 'Unit Roots and Cointegration' (English, Michio Hatanaka)
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Book Details
Publisher
OUP Oxford
Language
English
ISBN-13
9780198773535
ISBN-10
0198773536
Author
Michio Hatanaka
About the Book
In the last decade, there have been rapid and enormous developments in the field of unit roots and cointegration, but this progress has taken divergent directions and has been subjected to criticism from outside the field. This book responds to those criticisms, clearly relating cointegration to economic theories and describing cointegrated regression as a revolution in econometric methods for macroeconomics. It provides a guide for the selection…
ISBN: 9780198773535
ISBN-13: 9780198773535
ISBN-10: 0198773536
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Product ID: isbn-9780198773535
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