Time-series-based econometrics [electronic resource] : unit roots and co-integrations / Michio Hatanaka.
Series: Advanced texts in econometricsPublication details: Oxford : Oxford University Press, 1996.Description: 1 online resource (xii, 294 p.) : illISBN:- 0198773536
- 330.01519232 22
- HB139

Presenting the most recent development in econometrics, the unit-root field including error correction and co-integration, this text explains statistical procedures in detail, and emphasises the results of applications.
Description based on print version record.
Includes bibliographical references and index.