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TIME-SERIES-BASED ECONOMETRICS

Michio Hatanaka, Oxford University Press, 1996

Published online by Cambridge University Press:  01 June 1998

In Choi
In Choi
Affiliation:
Kookmin University
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Abstract

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.

Type
Book Review
Information
Econometric Theory , Volume 14 , Issue 3 , June 1998 , pp. 375 - 378
Copyright
© 1998 Cambridge University Press

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