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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)

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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.

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

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發表於2024-06-16

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

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出版者:Cambridge University Press

作者:G. S. Maddala

出品人:

頁數:524

譯者:

出版時間:1999-03-13

價格:USD 53.00

裝幀:Paperback

isbn號碼:9780521587822

叢書系列:

圖書標籤: 計量經濟學時間序列分析 Finance

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) pdf epub mobi 用戶評價

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The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.

評分☆☆☆☆☆

The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.

評分☆☆☆☆☆

The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.

評分☆☆☆☆☆

The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.

評分☆☆☆☆☆

The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 2024 pdf epub mobi 電子書下載

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