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Time-Series-Based Econometrics : Unit Roots and Co-Integrations. 畠中道雄著 時系列計量経済学
・ISBN 978-0-19-877352-8 hard
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・ISBN 978-0-19-877353-5 paper GB£ 110.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-19-159636-0
| 著者・編者 | Hatanaka, Michio, |
|---|---|
| シリーズ | Advanced Texts in Econometrics |
| 出版社 | (Oxford U. Pr., UK) |
| 出版年月 | 1996 |
| ページ数 | 306 pp. |
| 言語 | ENG |
| ニュース番号 | ＜413-163 415-129＞ |
解説
Although there has been rapid development in the field of unit roots and cointegration, this progress has taken divergent directions, and has been subjected to criticism. This monograph clearly relates cointegration to economic theories and describes 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.