Time-series-based econometrics unit roots and co-integrations

Presenting the most recent development in econometrics, the unit-root field including error correction and co-integration, this text explains statistical procedures in detail, and emphasises the results of applications

Bibliographic Details
Main Author: Hatanaka, Michio
Format: eBook
Language:English
Published: Oxford Oxford University Press 1996, 1996
Series:Advanced texts in econometrics / Advanced texts in econometrics
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Description
Summary:Presenting the most recent development in econometrics, the unit-root field including error correction and co-integration, this text explains statistical procedures in detail, and emphasises the results of applications
Physical Description:xii, 294 p. ill
ISBN:9780191596360