Unit Roots, Cointegration, and Structural Change (Record no. 1342)

000 -LEADER
fixed length control field 01776nam a2200265Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field DE-boiza
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20191107131648.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191008
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0-521-58782-4
040 ## - CATALOGING SOURCE
Transcribing agency IZA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Maddala, G. S.
9 (RLIN) 3810
Personal name Kim, In-Moo
9 (RLIN) 3811
245 #0 - TITLE STATEMENT
Title Unit Roots, Cointegration, and Structural Change
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 1998
Name of publisher, distributor, etc. Cambridge University Press,
Place of publication, distribution, etc. Cambridge et al.,
300 ## - PHYSICAL DESCRIPTION
Extent 505 pages
340 ## - PHYSICAL MEDIUM
Location within medium C4 16
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Themes in Modern Econometrics
9 (RLIN) 5284
520 ## - SUMMARY, ETC.
Summary, etc. ime 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.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element econometrics
9 (RLIN) 3812
Topical term or geographic name entry element time series analysis
9 (RLIN) 269
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term unit root testing
Uncontrolled term cointegration systems
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://www.cambridge.org/core/books/unit-roots-cointegration-and-structural-change/4777D0336B984F0DC9664A793F4156BE#fndtn-information">https://www.cambridge.org/core/books/unit-roots-cointegration-and-structural-change/4777D0336B984F0DC9664A793F4156BE#fndtn-information</a>
Link text Publisher's website
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Monography
Source of classification or shelving scheme
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Full call number Barcode Date last seen Price effective from Koha item type
        Library Library 2019-10-08 C4 16 8617 2019-10-08 2019-10-08 Monography
Deutsche Post Stiftung
 
Istitute of Labor Economics
 
Institute for Environment & Sustainability
 

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