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

0 avg rating
( 0 ratings by Goodreads )
 
9780198773535: Time-Series-Based Econometrics : Unit Roots and Co-integrations: Unit Roots and Co-integrations (Advanced Texts in Econometrics)
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

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.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Hatanaka, Michio
Published by OUP Oxford
ISBN 10: 0198773536 ISBN 13: 9780198773535
New PAPERBACK Quantity Available: 1
Seller:
Cloud 9 Books
(Wellington, FL, U.S.A.)
Rating
[?]

Book Description OUP Oxford. PAPERBACK. Condition: New. 0198773536 New Condition. Seller Inventory # NEW7.1901434

More Information About This Seller | Contact this Seller

Buy New
US$ 59.99
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

2.

Hatanaka, Michio
Published by OUP Oxford (1996)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description OUP Oxford, 1996. PAP. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780198773535

More Information About This Seller | Contact this Seller

Buy New
US$ 88.34
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

3.

Hatanaka, Michio
Published by OUP Oxford (1996)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description OUP Oxford, 1996. PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780198773535

More Information About This Seller | Contact this Seller

Buy New
US$ 80.07
Convert Currency

Add to Basket

Shipping: US$ 12.42
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Hatanaka, Michio
Published by OUP Oxford (1996)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Quantity Available: 10
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description OUP Oxford, 1996. Paperback. Condition: New. Seller Inventory # INGM9780198773535

More Information About This Seller | Contact this Seller

Buy New
US$ 87.91
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

5.

Hatanaka, Michio
Published by OUP Oxford (2018)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Quantity Available: > 20
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description OUP Oxford, 2018. Paperback. Condition: New. Never used! This item is printed on demand. Seller Inventory # 0198773536

More Information About This Seller | Contact this Seller

Buy New
US$ 93.42
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

6.

Michio Hatanaka
Published by OUP Oxford (1996)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description OUP Oxford, 1996. Paperback. Condition: New. Seller Inventory # DADAX0198773536

More Information About This Seller | Contact this Seller

Buy New
US$ 93.50
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

7.

Michio Hatanaka
Published by Oxford University Press, United Kingdom (1996)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Quantity Available: 10
Print on Demand
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Oxford University Press, United Kingdom, 1996. Paperback. Condition: New. Language: English . Brand New Book ***** Print on Demand *****. In the last decade, time-series econometrics has made extraordinary developments on unit roots and cointegration. However, this progress has taken divergent directions, and has been subjected to criticism from outside the field. In this book, Professor Hatanaka surveys the field, examines those portions that are useful for macroeconomics, and responds to the criticism. His survey of the literature covers not only econometric methods, but also the application of these methods to macroeconomic studies. The most vigorous criticism has been that unit roots to do not exist in macroeconomic variables, and thus that cointegration analysis is irrelevant to macroeconomics. The judgement of this book is that unit roots are present in macroeconomic variables when we consider periods of 20 to 40 years, but that the critics may be right when periods of 100 years are considered. Fortunately, most of the time series data used for macroeconomic studies cover fall within the shorter time span. Among the numerous methods for unit roots and cointegration, those useful from macroeconomic studies are examined and explained in detail, without overburdening the reader with unnecessary mathematics. Other, less applicable methods are dicussed briefly, and their weaknesses are exposed. Hatanaka has rigourously based his judgements about usefulness on whether the inference is appropriate for the length of the data sets available, and also on whether a proper inference can be made on the sort of propositions that macroeconomists wish to test. This book highlights the relations between cointegration and economic theories, and presents cointegrated regression as a revolution in econometric methods. Its analysis is of relevance to academic and professional or applied econometricians. Step-by-step explanations of concepts and techniques make the book a self-contained text for graduate students. Seller Inventory # APC9780198773535

More Information About This Seller | Contact this Seller

Buy New
US$ 98.79
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Michio Hatanaka
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Jan 25, 1996 Quantity Available: 2
Seller:
Bookshopee US
(Thane, India)
Rating
[?]

Book Description Paperback Jan 25, 1996. Condition: New. Seller Inventory # BSNW9780198773535

More Information About This Seller | Contact this Seller

Buy New
US$ 94.50
Convert Currency

Add to Basket

Shipping: US$ 6.26
From India to U.S.A.
Destination, Rates & Speeds

9.

Michio Hatanaka
Published by Oxford University Press, United Kingdom (1996)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Oxford University Press, United Kingdom, 1996. Paperback. Condition: New. Language: English . Brand New Book ***** Print on Demand *****.In the last decade, time-series econometrics has made extraordinary developments on unit roots and cointegration. However, this progress has taken divergent directions, and has been subjected to criticism from outside the field. In this book, Professor Hatanaka surveys the field, examines those portions that are useful for macroeconomics, and responds to the criticism. His survey of the literature covers not only econometric methods, but also the application of these methods to macroeconomic studies. The most vigorous criticism has been that unit roots to do not exist in macroeconomic variables, and thus that cointegration analysis is irrelevant to macroeconomics. The judgement of this book is that unit roots are present in macroeconomic variables when we consider periods of 20 to 40 years, but that the critics may be right when periods of 100 years are considered. Fortunately, most of the time series data used for macroeconomic studies cover fall within the shorter time span. Among the numerous methods for unit roots and cointegration, those useful from macroeconomic studies are examined and explained in detail, without overburdening the reader with unnecessary mathematics. Other, less applicable methods are dicussed briefly, and their weaknesses are exposed. Hatanaka has rigourously based his judgements about usefulness on whether the inference is appropriate for the length of the data sets available, and also on whether a proper inference can be made on the sort of propositions that macroeconomists wish to test. This book highlights the relations between cointegration and economic theories, and presents cointegrated regression as a revolution in econometric methods. Its analysis is of relevance to academic and professional or applied econometricians. Step-by-step explanations of concepts and techniques make the book a self-contained text for graduate students. Seller Inventory # APC9780198773535

More Information About This Seller | Contact this Seller

Buy New
US$ 102.25
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Hatanaka, Michio
Published by OUP Oxford (2016)
ISBN 10: 0198773536 ISBN 13: 9780198773535
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description OUP Oxford, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9780198773535_lsuk

More Information About This Seller | Contact this Seller

Buy New
US$ 97.68
Convert Currency

Add to Basket

Shipping: US$ 5.35
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book