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 ...
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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.
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Add this copy of Unit Roots Cointegration Structural (Themes in Modern to cart. $41.19, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2008 by Cambridge University Press.
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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.
Add this copy of Unit Roots Cointegration Structural (Themes in Modern to cart. $41.95, good condition, Sold by Avol's Books LLC rated 5.0 out of 5 stars, ships from Madison, WI, UNITED STATES, published 1999 by Cambridge University Press.
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Good. No Jacket. Non-returnable. Underlining & marginalia in text. Spine creased. From the library of Professor Joseph Buongiorno, UW-Madison Dept. of Forest Ecology and Management, and Institute of Environmental Sciences, with his name on front endpaper.
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Fine. Trade paperback (US). Contains: Tables. Themes in Modern Econometrics . 21 tables. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.