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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Time-Series-Based Econometrics 'Unit Roots and Cointegration'

Time-Series-Based Econometrics 'Unit Roots and Cointegration'

Hatanaka, Michio

Paperback

Series: Advanced Texts in Econometrics

Economics

ISBN10: 0198773536
ISBN13: 9780198773535
Publisher: OUP Oxford
Published: Apr 11 1996
Pages: 312
Weight: 0.98
Height: 0.69 Width: 6.36 Depth: 9.16
Language: English
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 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.

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