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

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G. S. Maddala

Cambridge University Press

1999-03-13

524

USD 53.00

Paperback

9780521587822

图书标签: 计量经济学时间序列分析 Finance

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发表于2024-12-26

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

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

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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) 下载 mobi epub pdf txt 电子书

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

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