Time-series-based econometrics: unit roots and co-integrations
Auteur :
Hatanaka, Michio
Éditeur :
Oxford University Press
ISBN :
9780198773535
Date de publication :
25 janv. 1996
Dimensions :
23,4 x 15,6 x 1,7 cm
Poids :
450 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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 providing a guide for the selection of appropriate inference methods to study macroeconomic relations.