000 02505nam a22004098i 4500
001 CR9780511751974
003 UkCbUP
005 20200124160233.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100421s1998||||enk o ||1 0|eng|d
020 _a9780511751974 (ebook)
020 _z9780521582575 (hardback)
020 _z9780521587822 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHB139
_b.M3555 1998
082 0 0 _a330/.01/5195
_221
100 1 _aMaddala, G. S.,
_eauthor.
245 1 0 _aUnit roots, cointegration, and structural change /
_cG.S. Maddala, In-Moo Kim.
246 3 _aUnit Roots, Cointegration, & Structural Change
264 1 _aCambridge :
_bCambridge University Press,
_c1998.
300 _a1 online resource (xviii, 505 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aThemes in modern econometrics
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 0 _g1.
_tHeterogeneity
_g2.
_tAuthorship
_g3.
_tCopyright
_g4.
_tThe formation of cultural identities
_g5.
_tThe pedagogy of literature
_g6.
_tPhilosophy
_g7.
_tThe bestseller
_g8.
_tGlobalization.
520 _aTime 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 _aEconometrics.
650 0 _aTime-series analysis.
650 0 _aCointegration.
700 1 _aKim, In-Moo,
_eauthor.
776 0 8 _iPrint version:
_z9780521582575
830 0 _aThemes in modern econometrics.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511751974
999 _c517834
_d517832