Time-Series-Based Econometrics
unit roots and co-integrations
$155.70
- Paperback
306 pages
- Release Date
25 January 1996
Summary
In the last decade, time-series econometrics has made extraordinary developments on unit roots and cointegration. However, this progress has taken divergent directions, and has been subjected to criticism from outside the field. In this book, Professor Hatanaka surveys the field, examines those portions that are useful for macroeconomics, and responds to the criticism. His survey of the literature covers not only econometric methods, but also the application ofthese methods to macroeconomic…
Book Details
| ISBN-13: | 9780198773535 |
|---|---|
| ISBN-10: | 0198773536 |
| Series: | Advanced Texts in Econometrics |
| Author: | Michio Hatanaka |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Paperback |
| Number of Pages: | 306 |
| Release Date: | 25 January 1996 |
| Weight: | 450g |
| Dimensions: | 234mm x 156mm x 17mm |
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What They're Saying
Critics Review
Overall, this book provides an excellent self-contained guide to both the theory and practice of contemporary time series econometrics.'Economic JournalThis textbook is aimed primarily at the graduate market yet will also be of considerable interest to professionals in the fields of econometrics and applied macroeconomics … provides an excellent self-contained guide to both the theory and practice of contemporary time series econometrics.’S.J. Leybourne, The Economic Journal, Vol 107, No. 440, January 1997The book contains most of the most recent research on unit roots and co-integration published in various journals. Thus, the reader gets a quick and very sound overview of the latest developments in a unique notation. Herbert Buscher - Zentralblatt fur Mathematik und ihre Grenzgebiete 906⁄99.
About The Author
Michio Hatanaka
Michio Hatanaka is at Tezukayama University.
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