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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 ; New York : Oxford Univ. Press, ©1996.
Series:Advanced texts in econometrics.
Subjects:
Econometrics.
Time-series analysis.
Économétrie.
Série chronologique.
BUSINESS & ECONOMICS > Economics > Theory.
Econometrics
Time-series analysis
Econometrie.
Tijdreeksen.
Electronic books.
Online Access:Connect to the full text of this electronic book
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:1 online resource (xii, 294 pages) : illustrations
Bibliography:Includes bibliographical references and indexes.
ISBN:9780198773535
0198773536
9780198773528
0198773528
9780191596360
0191596361