Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 电子书

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发表于2024-06-24

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:G. S. Maddala

出品人:

页数:524

译者:

出版时间:1999-03-13

价格:USD 53.00

装帧:Paperback

isbn号码:9780521587822

丛书系列:

图书标签: 计量经济学时间序列分析 Finance

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 电子书图书描述

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.

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 电子书

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