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Do we need time series econometrics?

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Author Info
Rao, B. Bhaskara
Singh, Rup
Kumar, Saten

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Abstract

It is argued that whether or not there is a 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.

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File URL: http://mpra.ub.uni-muenchen.de/6627/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6627.

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Date of creation: 09 Jan 2008
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Handle: RePEc:pra:mprapa:6627

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Related research
Keywords: GETS Cointegration Box-Jenkin’s Equations Hendry Granger

Find related papers by JEL classification:
C0 - Mathematical and Quantitative Methods - - General
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, 06. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Rao, B. Bhaskara & Tamazian, Artur, 2008. "A model of growth and finance: FIML estimates for India," MPRA Paper 8763, University Library of Munich, Germany. [Downloadable!]
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