Unit roots, cointegration, and structural change / (Record no. 517834)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02505nam a22004098i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9780511751974 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200124160233.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100421s1998||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780511751974 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780521582575 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780521587822 (paperback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139 |
| Item number | .M3555 1998 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330/.01/5195 |
| Edition number | 21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Maddala, G. S., |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Unit roots, cointegration, and structural change / |
| Statement of responsibility, etc | G.S. Maddala, In-Moo Kim. |
| 246 3# - VARYING FORM OF TITLE | |
| Title proper/short title | Unit Roots, Cointegration, & Structural Change |
| 264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R) | |
| Place of production, publication, distribution, manufacture (R) | Cambridge : |
| Name of producer, publisher, distributor, manufacturer (R) | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 1998. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xviii, 505 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - Content Type (R) | |
| Content type term (R) | text |
| Content type code (R) | txt |
| Source (NR) | rdacontent |
| 337 ## - Media Type (R) | |
| Media type term (R) | computer |
| Media type code (R) | c |
| Source (NR) | rdamedia |
| 338 ## - Carrier Type (R) | |
| Carrier type term (R) | online resource |
| Carrier type code (R) | cr |
| Source (NR) | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| სერიის ცნობა | Themes in modern econometrics |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 505 00 - FORMATTED CONTENTS NOTE | |
| Miscellaneous information | 1. |
| Title | Heterogeneity |
| Miscellaneous information | 2. |
| Title | Authorship |
| Miscellaneous information | 3. |
| Title | Copyright |
| Miscellaneous information | 4. |
| Title | The formation of cultural identities |
| Miscellaneous information | 5. |
| Title | The pedagogy of literature |
| Miscellaneous information | 6. |
| Title | Philosophy |
| Miscellaneous information | 7. |
| Title | The bestseller |
| Miscellaneous information | 8. |
| Title | Globalization. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Time-series analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Cointegration. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kim, In-Moo, |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| International Standard Book Number | 9780521582575 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Themes in modern econometrics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9780511751974">https://doi.org/10.1017/CBO9780511751974</a> |
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