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 |
|