Chapter

Stochastic Trend and Overview of Part I

Michio Hatanaka

in Time-Series-Based Econometrics

Published in print January 1996 | ISBN: 9780198773535
Published online November 2003 | e-ISBN: 9780191596360 | DOI: http://dx.doi.org/10.1093/0198773536.003.0001

Series: Advanced Texts in Econometrics

 Stochastic Trend and Overview of Part I

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The emergence of stochastic trend has enriched the framework of analysis to investigate economic time series. This chapter explains the meaning of stochastic trend, considers whether it can be derived from existing economic theories, and illustrates its impact on empirical studies of empirical theories. It then presents a brief overview of the chapters included in Part I of this two-part volume.

Keywords: stochastic trend; economic time series; empirical studies; empirical theories

Chapter.  6302 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

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