000			01776nam a2200265Ia 4500
999			_c1342 _d1342
003			DE-boiza
005			20191107131648.0
008			191008
020			_a0-521-58782-4
040			_cIZA
100			_aMaddala, G. S. _93810
100			_aKim, In-Moo _93811
245		0	_aUnit Roots, Cointegration, and Structural Change
260			_c1998 _bCambridge University Press, _aCambridge et al.,
300			_a505 pages
340			_hC4 16
440			_aThemes in Modern Econometrics _95284
520			_aime 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			_aeconometrics _93812
650			_atime series analysis _9269
653			_a unit root testing
653			_acointegration systems
856			_uhttps://www.cambridge.org/core/books/unit-roots-cointegration-and-structural-change/4777D0336B984F0DC9664A793F4156BE#fndtn-information _yPublisher's website
942			_cBO _2ddc