£96.62

Oxford University Press - Time-Series-Based Econometrics Book

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Description

Explore the advanced developments in time-series econometrics with this comprehensive text from Oxford University Press. Professor Hatanaka provides a thorough survey of the field, focusing specifically on the evolution of unit roots and cointegration. This book addresses the divergent directions taken by recent progress and responds directly to criticisms from outside the econometric field. Designed for those studying advanced econometrics, the text examines the practical utility of these methods within macroeconomic studies. It provides a clear overview of the literature, covering both the technical econometric methods and their real-world applications. By addressing the debate regarding whether unit roots exist in macroeconomic variables, this book serves as an essential resource for researchers and students looking to understand the current state of the discipline.

Key Features

Comprehensive survey of recent developments in unit roots and cointegration within the field of time-series econometrics.

Detailed examination of econometric methods and how they apply specifically to macroeconomic studies.

Critical analysis that responds to external academic debates and criticisms of the field.

Expert insights from Professor Hatanaka regarding the utility of these methods for macroeconomics.

A thorough review of existing literature to provide context for modern econometric research.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
25 January 1996
Listed Since
12 January 2007

Barcode

No barcode data available

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