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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.

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Time-Series-Based Econometrics: Unit Roots and Co-integrations ~ Time-Series-Based Econometrics: Unit Roots and Co-integrations - Ebook written by Michio Hatanaka. Read this book using Google Play Books app on your PC, android, iOS devices. Download for offline reading, highlight, bookmark or take notes while you read Time-Series-Based Econometrics: Unit Roots and Co-integrations.

Time-Series-Based Econometrics : Unit Roots and Co ~ Time-Series-Based Econometrics : Unit Roots and Co-Integrations / Michio Hatanaka / download / B–OK. Download books for free. Find books

Time-Series-Based Econometrics : Unit Roots and Co ~ ADVANCED TEXTS IN ECONOMETRICS General Editors C. W. J. G R A N G E R G. E. M I Z O N This page intentionally left blank Time-Series-Based Econometrics Unit Roots and Co-Integrations Michio Hatanaka OXFORD UNIVERSITY PRESS This book has been printed digitally and produced in a standard specification in order to ensure its continuing availability

Time-series-based econometrics : unit roots and co ~ COVID-19 Resources. Reliable information about the coronavirus (COVID-19) is available from the World Health Organization (current situation, international travel).Numerous and frequently-updated resource results are available from this WorldCat search.OCLC’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus .

Time-Series-Based Econometrics: Unit Roots and Co-Integrations ~ If unit roots are involved in a set of variables we can investigate the longrun relationships among the variables, which is a new branch of econometrics. Moreover, unit roots influence the appropriate selection of inference methods to be adopted in all econometric studies.

Time-Series-Based Econometrics: Unit Roots and Co ~ 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.

Time-Series-Based Econometrics: Unit Roots and Co-integrations ~ 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.

Oxford University Press :: Time Series Based Econometrics ~ Time Series Based Econometrics (P) Unit Roots and Co-integrations . Step-by-step explanations of concepts and techniques make the book a self-contained text for graduate students. Author/s Michio Hatanaka ISBN-13 9780198773535 . Time Series Based Econometrics (P)

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Testing for Stationarity in a Cointegrated System ~ Downloadable! In systems of variables with a specified or already identified cointegrating rank, stationarity of component variates can be tested by a simple restriction test. The implied decision is often in conflict with the outcome of unit root tests on the same variables. Using a framework of Bayes testing and decision contours, this paper searches for a solution to such conflict .

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