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Do we need time series econometrics?

Rao, Bhaskara B. and Singh, Rup and Kumar, S. (2010) Do we need time series econometrics? Applied Economics Letters, 17 (7). pp. 695-697. ISSN 1350-4851

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Abstract

It is argued that whether the need for unit roots and cointegration-based econometric methods is a methodological issue. An alternative is the econometrics of the London School of Economics (LSE) and Hendry approach based on the simpler classical methods of estimation. This is known as the general to specific method (GETS). Like all other methodological issues this is also difficult to resolve, but we think that GETS is very useful.

Item Type: Journal Article
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Business and Economics (FBE) > School of Economics
Depositing User: Ms Mereoni Camailakeba
Date Deposited: 25 May 2010 12:21
Last Modified: 20 Jul 2012 17:41
URI: http://repository.usp.ac.fj/id/eprint/1864
UNSPECIFIED

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