Articoli correlati a Unit Roots Cointegration Structural
Sinossi
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
"This well-written book is sure to become a must-read for empirical researchers as well as upper-level graduate students who are contemplating dissertation work in theoretical time series econometrics...This book is a welcome addition to books on time series analysis." Mathematical Reviews
Descrizione del libro
Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by best-selling author G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Unit Roots, Cointegration, and Structural Change
Editore:
Cambridge University Press, 1999
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Paperback. Condizione: Good. Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students. Codice articolo 00106499605
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Unit Roots, Cointegration, and Structural Change
Editore:
Cambridge University Press, 1999
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: Better World Books, Mishawaka, IN, U.S.A.
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Condizione: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 4768524-6
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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)
Editore:
Cambridge University Press, 1999
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: HPB-Red, Dallas, TX, U.S.A.
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Paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_416675258
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Unit Roots, Cointegration and Structural Change
Editore:
Cambridge University Press, 2008
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: ThriftBooks-Dallas, Dallas, TX, U.S.A.
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Paperback. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0521587824I4N10
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Unit Roots, Cointegration and Structural Change
Editore:
Cambridge University Press, 2008
ISBN 10: 0521587824
ISBN 13: 9780521587822
Antico o usato
Paperback
Da: ThriftBooks-Dallas, Dallas, TX, U.S.A.
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Paperback. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0521587824I4N00
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Unit Roots, Cointegration, and Structural Change
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Cambridge University Press, 1999
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: Better World Books Ltd, Dunfermline, Regno Unito
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Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo GRP71571078
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Unit Roots Cointegration Structural: 04 (Themes in Modern Econometrics)
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Cambridge University Press, 2008
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR004638627
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Unit Roots, Cointegration, and Structural Change
Editore:
Cambridge University Press, 2008
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780521587822. Codice articolo 2934431
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Unit Roots Cointegration Structural (Themes in Modern Econometrics)
Editore:
Cambridge University Press, 1999
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780521587822. Codice articolo 9935217
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Unit Roots Cointegration Structural
Editore:
Cambridge University Press, 2008
ISBN 10: 0521587824
ISBN 13: 9780521587822
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Da: medimops, Berlin, Germania
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Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00521587824-G
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