TIME-SERIES-BASED ECONOMETRICS

In Choi

Econometric Theory, 1998, vol. 14, issue 3, 375-378

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.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:14:y:1998:i:03:p:375-378_14

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