Unit Roots, Cointegration, and Structural Change

G S Maddala

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Lingua: inglese

Editore: Cambridge University Press, 1999

0521587824 / 9780521587822

Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)

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Descrizione dell’articolo da parte del venditore

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

Titolo
Unit Roots, Cointegration, and Structural Change
Autore
G S Maddala
Editore
Cambridge University Press
Anno di pubblicazione
1999
Condizione
Good
Rilegatura
Paperback
Lingua
inglese
ISBN 10
0521587824
ISBN 13
9780521587822

World of Books (was SecondSale)

Montgomery, IL, U.S.A.

Venditore con 5 stelle

Venditore AbeBooks dal 20 dicembre 2007

Tariffe di spedizione nazionale per U.S.A.

ArticoloDa 4 a 12 giorni lavorativiDa 3 a 6 giorni lavorativi
Primo articoloEUR 0,00EUR 9,73
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