T�tulo: Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics)
Editor: Oxford Univ Pr
Fecha de publicaci�n: 1996
Idioma: Ingl�s
ISBN 10: 0198773528
ISBN 13: 9780198773528
Encuadernaci�n: Hardcover
Edici�n: 1st Edition
Estado: Near Fine
Estado de la sobrecubierta: Near Fine

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Sinopsis

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.

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Kisselburg Military Books
MD, U.S.A.

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