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Time-Series-Based EconometricsUnit Roots and Co-integrations$
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Michio Hatanaka

Print publication date: 1996

Print ISBN-13: 9780198773535

Published to Oxford Scholarship Online: November 2003

DOI: 10.1093/0198773536.001.0001

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Inference on Dynamic Econometric Models

Inference on Dynamic Econometric Models

Chapter:
(p.204) 14 Inference on Dynamic Econometric Models
Source:
Time-Series-Based Econometrics
Author(s):

Michio Hatanaka

Publisher:
Oxford University Press
DOI:10.1093/0198773536.003.0014

Inference theories in the Chapter 13 are applied to dynamic econometric models. Among these are the Hendry model and a class of general models that includes the linear, quadratic model in Kennan (1979). The error-correction model in Chapter 12 is also modified to illustrate the inference method presented.

Keywords:   dynamic econometric models, inference theories, Hendry model

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