Home

WorldCat Home About WorldCat Help Get E-mail Updates Feedback

Search

Search for Library Items Search for Lists Search for Contacts Search for a Library

Create lists, bibliographies and reviews: or

Cite/Export

Cite/Export

Copy a citation

APA (6th ed.)

Chicago (Author-Date, 15th ed.)

Harvard (18th ed.)

MLA (7th ed.)

Turabian (6th ed.)

Export a citation
Export to RefWorks Export to EndNote / Reference Manager Export to EasyBib Cancel
Note: Citations are based on reference standards. However, formatting rules can vary widely between applications and fields of interest or study. The specific requirements or preferences of your reviewing publisher, classroom teacher, institution or organization should be applied.
Print
E-mail

E-mail

All fields are required.

The E-mail Address(es) field is required. Please enter recipient e-mail address(es).

The E-mail Address(es) you entered is(are) not in a valid format. Please re-enter recipient e-mail address(es).

You may send this item to up to five recipients.
Enter recipient e-mail address(es): Separate up to five addresses with commas (,)
The name field is required. Please enter your name.
Enter your name: Subject:
The E-mail message field is required. Please enter the message.
E-mail Message: I thought you might be interested in this item at http://www.worldcat.org/oclc/32589175 Title: Time-series-based econometrics : unit roots and co-integrations Author: Michio Hatanaka Publisher: Oxford ; New York : Oxford University Press, 1996. ISBN/ISSN: 0198773536 9780198773535 0198773528 9780198773528 OCLC:32589175

The ReCaptcha terms you entered were incorrect. Please try to match the 2 words shown in the window, or try the audio version.

Cancel
Share
Permalink

Permalink

Copy this URL to link to this page:

Write a review
Rate this item:
- 1
- 2
- 3
- 4
- 5

Time-series-based econometrics : unit roots and co-integrations

Preview this item

Time-series-based econometrics : unit roots and co-integrations

Author:	Michio Hatanaka
Publisher:	Oxford ; New York : Oxford University Press, 1996.
Series:	Advanced texts in econometrics.
Edition/Format:	Book : EnglishView all editions and formats
Rating:	(not yet rated) 0 with reviews - Be the first.

Borrow / obtain a copy

Find a copy in the library

Finding libraries that hold this item...

Details

Document Type:	Book
All Authors / Contributors:	Michio Hatanaka Find more information about:
ISBN:	0198773536 9780198773535 0198773528 9780198773528
OCLC Number:	32589175
Description:	xii, 294 p. : ill. ; 24 cm.
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.
Series Title:	Advanced texts in econometrics.
Responsibility:	Michio Hatanaka.
More information:	Publisher description

Reviews

User-contributed reviews

Linked Data

More info about Linked Data

<http://www.worldcat.org/oclc/32589175>

library:oclcnum

"32589175"

library:placeOfPublication

<http://id.loc.gov/vocabulary/countries/enk>

rdf:type

schema:Country

library:placeOfPublication

rdf:type	schema:Place
schema:name	"New York"

library:placeOfPublication

rdf:type	schema:Place
schema:name	"Oxford"

owl:sameAs

<info:oclcnum/32589175>

rdf:type

schema:Book

rdfs:seeAlso

<http://www.worldcat.org/isbn/0198773536>

owl:sameAs	<urn:isbn:0198773536>
rdf:type	library:Volume
rdf:type	schema:ProductModel
rdf:type	schema:CreativeWork
schema:bookFormat	schema:Paperback
schema:description	"pbk. : acid-free paper"
schema:isbn	"0198773536"
schema:model	<http://www.worldcat.org/oclc/32589175>

rdfs:seeAlso

<http://www.worldcat.org/isbn/9780198773528>

owl:sameAs	<urn:isbn:9780198773528>
rdf:type	schema:ProductModel
rdf:type	schema:CreativeWork
schema:description	"cloth : acid-free paper"
schema:isbn	"9780198773528"
schema:model	<http://www.worldcat.org/oclc/32589175>

rdfs:seeAlso

<http://www.worldcat.org/isbn/9780198773535>

owl:sameAs	<urn:isbn:9780198773535>
rdf:type	library:Volume
rdf:type	schema:ProductModel
rdf:type	schema:CreativeWork
schema:bookFormat	schema:Paperback
schema:description	"pbk. : acid-free paper"
schema:isbn	"9780198773535"
schema:model	<http://www.worldcat.org/oclc/32589175>

rdfs:seeAlso

<http://www.worldcat.org/isbn/0198773528>

owl:sameAs	<urn:isbn:0198773528>
rdf:type	schema:ProductModel
rdf:type	schema:CreativeWork
schema:description	"cloth : acid-free paper"
schema:isbn	"0198773528"
schema:model	<http://www.worldcat.org/oclc/32589175>

schema:about

<http://id.worldcat.org/fast/901574>

rdf:type	schema:Intangible
schema:name	"Econometrics"

schema:about

rdf:type	schema:Intangible
schema:name	"Séries chronologiques."

schema:about

madsrdf:isIdentifiedByAuthority	<http://id.loc.gov/authorities/subjects/sh85040763>
rdf:type	schema:Intangible
schema:name	"Econometrics."

schema:about

madsrdf:isIdentifiedByAuthority	<http://id.loc.gov/authorities/subjects/sh85135430>
rdf:type	schema:Intangible
schema:name	"Time-series analysis."

schema:about

rdf:type	schema:Intangible
schema:name	"Économétrie."

schema:about

<http://dewey.info/class/330.01519232/e20/>

rdf:type

schema:Intangible

schema:about

<http://id.worldcat.org/fast/1151190>

rdf:type	schema:Intangible
schema:name	"Time-series analysis"

schema:about

rdf:type	schema:Intangible
schema:name	"Processus stochastiques."

schema:about

rdf:type	schema:Intangible
schema:name	"Kointegration."

schema:about

rdf:type	schema:Intangible
schema:name	"Zeitreihe."

schema:about

rdf:type	schema:Intangible
schema:name	"Ökonometrie."

schema:about

rdf:type	schema:Intangible
schema:name	"Econometrie."

schema:about

rdf:type	schema:Intangible
schema:name	"Tijdreeksen."

schema:author

<http://viaf.org/viaf/28018262>

madsrdf:isIdentifiedByAuthority	<http://id.loc.gov/authorities/names/no93033360>
rdf:type	schema:Person
rdfs:label	"Hatanaka, Michio."

schema:datePublished

"1996"

schema:description

"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."

schema:inLanguage

"en"

schema:name

"Time-series-based econometrics : unit roots and co-integrations"

schema:numberOfPages

"294"

schema:publisher

rdf:type	schema:Organization
schema:name	"Oxford University Press"

Please sign in to WorldCat

Don't have an account? You can easily create a free account.

You:	Sign In \| Register \| My WorldCat \| My Lists \| My Watchlist \| My Reviews \| My Tags \| My Saved Searches
WorldCat:	Home \| About \| Help \| Get E-mail Updates \| Feedback \| Search

More like this

Subjects

User lists

Similar Items

Time-series-based econometrics : unit roots and co-integrations

Find a copy in the library

Details

Reviews

Tags

Similar Items

Related Subjects:(11)

User lists with this item (1)

Linked Data