Unit roots, cointegration and structural change
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| Format: | Buch |
| Sprache: | English |
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Cambridge
Cambridge Univ. Press
2006
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| Ausgabe: | 1. publ., 6. printing |
| Schriftenreihe: | Themes in modern econometrics
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Datensatz im Suchindex
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| adam_text | Unit Roots,
and Structural Change
G. S. Maddala and In-Moo Kim
Time series analysis has undergone many changes in recent years with the advent
of unit roots and
review of these important developments and examine structural change. The
volume provides an analysis of unit root tests, problems with unit root testing,
estimatation of
estimation with integrated regressors. The authors also present the Bayesian
approach to these problems and bootstrap methods for small-sample inference.
Unit Roots,
Themes in Modern Econometrics, of interest both to specialists and graduate
and upper-graduate students.
g. s.
of the most distinguished econometricians writing today. His many acclaimed
publications include Limited Dependent and Qualitative Variables in
Econometrics (Cambridge,
Introduction to Econometrics (Macmillan,
Contents
Figures
Tables
Preface
Part I Introduction and basic concepts
1
References
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.11
References
Part II Unit roots and
3
3.1
3.2
3.3
3.4
vn
Contents
6.3 Single
6.4
6.5
6.6
6.7
6.8
6.9
6.10
References
7
7.1 1(1)
7.2 1(1)
7.3
7.4
7.5
7.6
7.7
References
Part III Extensions of the basic model
8
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
8.10
8.11
References
9
9.1
9.2
9.3
9.4
x
9.5
9.6
References
10
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
References
11
11.1
11.2
11.3
11.4
References
12
12.1
12.2
12.3
12.4
12.5
12.6
12.7
12.8
12.9
12.10
12.11
References
Part IV Structural change
13
13.1
13.2
13.3
Contents xi
13.4
13.5
13.6
13.7
13.8
13.9
13.10
13.11
References
14
14.1
14.2
14.3
14.4
14.5
14.6
14.7
14.8
References
15
15.1
15.2
15.3
15.4
15.5
15.6
15.7
15.8
15.9
15.10
15.11
15.12
References
16
References
Appendix
Author index
Subject index
|
| any_adam_object | 1 |
| author | Maddala, Gangadharrao S. 1933- Kim, In-Moo 1958- |
| author_GND | (DE-588)120849844 (DE-588)120849879 |
| author_facet | Maddala, Gangadharrao S. 1933- Kim, In-Moo 1958- |
| author_role | aut aut |
| author_sort | Maddala, Gangadharrao S. 1933- |
| author_variant | g s m gs gsm i m k imk |
| building | Verbundindex |
| bvnumber | BV022244506 |
| classification_rvk | QH 237 SK 845 |
| classification_tum | MAT 634f |
| ctrlnum | (OCoLC)634953640 (DE-599)BVBBV022244506 |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ., 6. printing |
| format | Book |
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| id | DE-604.BV022244506 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-23T19:55:48Z |
| institution | BVB |
| isbn | 0521587824 0521582571 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015455386 |
| oclc_num | 634953640 |
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| owner_facet | DE-739 |
| physical | XVIII, 505 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| series2 | Themes in modern econometrics |
| spellingShingle | Maddala, Gangadharrao S. 1933- Kim, In-Moo 1958- Unit roots, cointegration and structural change Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4067486-1 |
| title | Unit roots, cointegration and structural change |
| title_auth | Unit roots, cointegration and structural change |
| title_exact_search | Unit roots, cointegration and structural change |
| title_full | Unit roots, cointegration and structural change G. S. Maddala ; In-Moo Kim |
| title_fullStr | Unit roots, cointegration and structural change G. S. Maddala ; In-Moo Kim |
| title_full_unstemmed | Unit roots, cointegration and structural change G. S. Maddala ; In-Moo Kim |
| title_short | Unit roots, cointegration and structural change |
| title_sort | unit roots cointegration and structural change |
| topic | Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Ökonometrie Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015455386&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015455386&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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