Main Time-series-based econometrics

Time-series-based econometrics

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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.
Request Code : ZLIBIO290707
Categories:
Year:
1996
Publisher:
Oxford University Press(UK)
Language:
English
Pages:
307
ISBN 10:
0198773536
ISBN 13:
9780191525025
ISBN:
9780198773535,0198773528,9780198773528,0198773536,9780191525025
Series:
Advanced Texts in Econometrics

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