Time-Series-Based Econometrics - Hatanaka, Michio (Professor of Economics, Professor of Economics, Tezukayama University)

There have been rapid and enormous developments in the field of unit roots and cointegration, but this progress has taken divergent directions, and has been subjected to criticism from outside the field. This book responds to those criticisms providing a guide for the selection of appropriate inference methods to study macroeconomic relations.