Unit roots, cointegration, and structural change
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 t...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
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Cambridge
Cambridge University Press
1998
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| Schriftenreihe: | Themes in modern econometrics
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| Online-Zugang: | DE-12 DE-92 DE-473 URL des Erstveröffentlichers |
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| 520 | |a 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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| id | DE-604.BV043920776 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-24T05:33:13Z |
| institution | BVB |
| isbn | 9780511751974 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029329859 |
| oclc_num | 967402850 |
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| publisher | Cambridge University Press |
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| series2 | Themes in modern econometrics |
| spelling | Maddala, G. S. Verfasser aut Unit roots, cointegration, and structural change G.S. Maddala, In-Moo Kim Unit Roots, Cointegration, & Structural Change Cambridge Cambridge University Press 1998 1 online resource (xviii, 505 pages) txt rdacontent c rdamedia cr rdacarrier Themes in modern econometrics Title from publisher's bibliographic system (viewed on 05 Oct 2015) 1 2 3 4 5 6 7 8 Heterogeneity Authorship Copyright The formation of cultural identities The pedagogy of literature Philosophy The bestseller Globalization 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 Econometrics Time-series analysis Cointegration Ökonometrie (DE-588)4132280-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Kim, In-Moo Sonstige oth Erscheint auch als Druckausgabe 978-0-521-58257-5 Erscheint auch als Druckausgabe 978-0-521-58782-2 https://doi.org/10.1017/CBO9780511751974 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Maddala, G. S. Unit roots, cointegration, and structural change Heterogeneity Authorship Copyright The formation of cultural identities The pedagogy of literature Philosophy The bestseller Globalization Econometrics Time-series analysis Cointegration 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_alt | Unit Roots, Cointegration, & Structural Change Heterogeneity Authorship Copyright The formation of cultural identities The pedagogy of literature Philosophy The bestseller Globalization |
| 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 | Econometrics Time-series analysis Cointegration Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Econometrics Time-series analysis Cointegration Ökonometrie Zeitreihenanalyse |
| url | https://doi.org/10.1017/CBO9780511751974 |
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