The Resource Time-series-based econometrics : unit roots and co-integrations, Michio Hatanaka

Time-series-based econometrics : unit roots and co-integrations, Michio Hatanaka

Label
Time-series-based econometrics : unit roots and co-integrations
Title
Time-series-based econometrics
Title remainder
unit roots and co-integrations
Statement of responsibility
Michio Hatanaka
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Hatanaka, Michio
Illustrations
illustrations
Index
index present
LC call number
HB139
LC item number
.H38 1996
Literary form
non fiction
Nature of contents
bibliography
Series statement
Advanced texts in econometrics.
http://library.link/vocab/subjectName
  • Econometrics
  • Time-series analysis
  • Econométrie
  • Séries temporelles
  • Econometrics
  • Time-series analysis
  • Econometrie
  • Tijdreeksen
  • Séries chronologiques
  • Économétrie
  • Processus stochastiques
  • Kointegration
  • Ökonometrie
  • Zeitreihe
Label
Time-series-based econometrics : unit roots and co-integrations, Michio Hatanaka
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [269]-287) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Pt. I. Unit-Root Tests in Univariate Analysis. 1. Stochastic Trend and Overview of Part I. 2. Trend Stationarity vs. Difference Stationarity. 3. Discrimination in Terms of the Long-Run Component: A Test for Trend Stationarity. 4. Unit-Root Asymptotic Theories (I). 5. Regression Approach to the Test for Difference Stationarity (I). 6. Unit-Root Asymptotic Theories (II). 7. Regression Approach to the Test for Difference Stationarity (II). 8. Viewing the Discrimination as a Model Selection Problem Including Deterministic Trends. 9. Results of the Model Selection Approach. 10. Bayesian Discrimination -- Pt. II. Co-Integration Analysis in Econometrics. 11. Different Modelling Strategies on Multiple Relationships. 12. Conceptual Framework of the Co-Integration and its Relation to Economic Theories. 13. Asymptotic Inference Theories on Co-Integrated Regressions. 14. Inference on Dynamic Econometric Models. 15. Maximum-Likelihood Inference Theory of Co-Integrated VAR
Dimensions
24 cm.
Extent
xii, 294 pages
Isbn
9780198773528
Lccn
95020074
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)32589175
  • (OCoLC)ocm32589175
Label
Time-series-based econometrics : unit roots and co-integrations, Michio Hatanaka
Publication
Bibliography note
Includes bibliographical references (p. [269]-287) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Pt. I. Unit-Root Tests in Univariate Analysis. 1. Stochastic Trend and Overview of Part I. 2. Trend Stationarity vs. Difference Stationarity. 3. Discrimination in Terms of the Long-Run Component: A Test for Trend Stationarity. 4. Unit-Root Asymptotic Theories (I). 5. Regression Approach to the Test for Difference Stationarity (I). 6. Unit-Root Asymptotic Theories (II). 7. Regression Approach to the Test for Difference Stationarity (II). 8. Viewing the Discrimination as a Model Selection Problem Including Deterministic Trends. 9. Results of the Model Selection Approach. 10. Bayesian Discrimination -- Pt. II. Co-Integration Analysis in Econometrics. 11. Different Modelling Strategies on Multiple Relationships. 12. Conceptual Framework of the Co-Integration and its Relation to Economic Theories. 13. Asymptotic Inference Theories on Co-Integrated Regressions. 14. Inference on Dynamic Econometric Models. 15. Maximum-Likelihood Inference Theory of Co-Integrated VAR
Dimensions
24 cm.
Extent
xii, 294 pages
Isbn
9780198773528
Lccn
95020074
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)32589175
  • (OCoLC)ocm32589175

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