Unit Roots, Cointegration, and Structural Change by G. S. Maddala and In-Moo Kim gives comprehensive evaluation of these subjects and structural change. This book represents a serious contribution that will be of interest each to specialists and graduate and undergraduate students. It’s really user-friendly textbook, which has been classroom tested as a part of a successful lecture program.
Time collection evaluation has undergone many modifications lately with the advent of unit roots and cointegration. Maddala and Kim offer comprehensive assessment of these essential developments and examine structural change. The book gives an analysis of unit root tests, problems with unit root testing, estimation of cointegration methods, cointegration checks, and econometric estimation with integrated regressors.
The authors additionally clarify the Bayesian approach to those issues and bootstrap methods for small-sample inference. The chapters on structural change talk about the problems of unit root tests and cointegration below structural change, outliers and robust methods, the Markov-switching mannequin and Harvey’s structural time sequence model.
This text is a serious contribution to Themes in Fashionable Econometrics, of interest both to specialists and graduate and higher-undergraduate students. Maddala has track report of massive gross sales success, including gross sales of 15,000 of earlier book with the Press. Omission of intricate math makes the book ideal for practitioners.
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)
G. S. Maddala and In-Moo Kim
Cambridge University Press (March 13, 1999)
524 pages
or
Unit Roots, Cointegration, and Structural Change PDF Download Ebook :
Posts Related to Unit Roots, Cointegration, and Structural Change
![Applied Econometric Times Series 3rd Edition, Enders]( "Applied Econometric Times Series 3rd Edition, Enders")
Applied Econometric Times Series 3rd Edition, Enders
Applied Econometric Times Series 3rd edition by Walter Enders provides business professionals with an accessible introduction to time-sequence analysis. Author ...
![Forecasting, Structural Time Series Models and the Kalman Filter]( "Forecasting, Structural Time Series Models and the Kalman Filter")
Forecasting, Structural Time Series Models and the Kalman Filter
Forecasting, Structural Time Series Models and the Kalman Filter Free PDF Download. Andrew C. Harvey offers a synthesis of ideas ...
![Introduction to Modern Time Series Analysis, Kirchgässner]( "Introduction to Modern Time Series Analysis, Kirchgässner")
Introduction to Modern Time Series Analysis, Kirchgässner
Introduction to Modern Time Series Analysis by Gebhard Kirchgässner and Jürgen Wolters incorporates powerful approaches to analyze time sequence which ...
![Structural Macroeconometrics 2nd Edition, DeJong]( "Structural Macroeconometrics 2nd Edition, DeJong")
Structural Macroeconometrics 2nd Edition, DeJong
Structural Macroeconometrics 2nd Edition by David N. DeJong and Chetan Dave gives intensive overview and in-depth exploration of methodologies, models, ...
