• Sign In / Register
  • Help
  • Basket0
Unit Roots, Cointegration, and Structural Change - Themes in Modern Econometrics (Paperback)
  • Unit Roots, Cointegration, and Structural Change - Themes in Modern Econometrics (Paperback)
zoom

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

(author), (author)
£41.99
Paperback 524 Pages / Published: 21/01/1999
  • Not available

This product is currently unavailable.

  • This item has been added to your basket
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.

Publisher: Cambridge University Press
ISBN: 9780521587822
Number of pages: 524
Weight: 690 g
Dimensions: 228 x 152 x 28 mm

You may also be interested in...

Essentials of Econometrics (Int'l Ed)
Added to basket
Introductory Econometrics
Added to basket
Mathematics for Economics
Added to basket
Design of Observational Studies
Added to basket
Econometrics For Dummies
Added to basket
Economics After the Crisis
Added to basket
Naked Statistics
Added to basket
£12.99
Paperback
Mostly Harmless Econometrics
Added to basket
Minitab Demystified
Added to basket
Mastering 'Metrics
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.