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TIME-SERIES-BASED ECONOMETRICS
Michio Hatanaka, Oxford University Press, 1996
Published online by Cambridge University Press: 01 June 1998
Abstract
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Since the influential work by Nelson and Plosser (1982) and Engle and Granger (1987), many new and exciting developments have been made in the analysis of time series involving autoregressive unit roots. Hatanaka (1996; hereafter HT) reviewed the literature on unit roots and cointegration up to 1994 and provided new perspectives on this research area.
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- © 1998 Cambridge University Press
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