Mendeley出力
＜図書＞
Time-series-based econometrics : unit roots and co-integrations
| 責任表示 | Michio Hatanaka |
|---|---|
| シリーズ | Advanced texts in econometrics |
| データ種別 | 図書 |
| 出版情報 | Oxford ; New York : Oxford University Press , 1996 |
| 本文言語 | 英語 |
| 大きさ | xii, 294 p. : ill. ; 24 cm |
| 概要 | In the last decade, there have been rapid and enormous developments in the field of unit roots and cointegration, but this progress has taken divergent directions and has been subjected to criticism f...om outside the field. This book responds to those criticisms, clearly relating cointegration to economic theories and describing 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. In the last decade, there have been rapid and enormous developments in the field of unit roots and cointegration, but this progress has taken divergent directions and has been subjected to criticism from outside the field. This book responds to those criticisms, clearly relating cointegration to economic theories and describing 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. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 331.19/H 42/1 | 1996 |
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017211996017976 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [269]-287) and indexes |
|---|---|
| 著者標目 | *畠中, 道雄(1926-) <ハタナカ, ミチオ> |
| 件 名 | LCSH:Econometrics LCSH:Time-series analysis |
| 分 類 | LCC:HB139 DC20:330/.01/519232 |
| 書誌ID | 1000245179 |
| ISBN | 0198773528 |
| NCID | BA26913986 |
| 巻冊次 | ISBN:0198773528 : pbk ; ISBN:0198773536 |
| 登録日 | 2009.09.11 |
| 更新日 | 2009.09.11 |