Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics) - Hardcover

Book 11 of 26: Advanced Texts in Econometrics

Hatanaka, Michio

 
9780198773528: Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics)

About the Author

Michio Hatanaka is Professor of Economics at Tezukayama University.

Review

`Overall, this book provides an excellent self-contained guide to both the theory and practice of contemporary time series econometrics.'
Economic Journal

`This textbook is aimed primarily at the graduate market yet will also be of considerable interest to professionals in the fields of econometrics and applied macroeconomics ... provides an excellent self-contained guide to both the theory and practice of contemporary time series econometrics.'
S.J. Leybourne, The Economic Journal, Vol 107, No. 440, January 1997

The book contains most of the most recent research on unit roots and co-integration published in various journals. Thus, the reader gets a quick and very sound overview of the latest developments in a unique notation. Herbert Buscher - Zentralblatt fur Mathematik und ihre Grenzgebiete
906/99.

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Other Popular Editions of the Same Title

9780198773535: Time-Series-Based Econometrics: Unit Roots and Co-Integrations (Advanced Texts in Econometrics)

Featured Edition

ISBN 10:  0198773536 ISBN 13:  9780198773535
Publisher: Oxford University Press, 1996
Softcover