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Unit Roots, Cointegration, and Structural Change

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Release : 1998
Genre : Business & Economics
Kind : eBook
Book Rating : 822/5 ( reviews)

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Book Synopsis Unit Roots, Cointegration, and Structural Change by : G. S. Maddala

Download or read book Unit Roots, Cointegration, and Structural Change written by G. S. Maddala. This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Three Essays on Unit Roots, Cointegration, and Structural Changes

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Release : 1992
Genre : Macroeconomics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Three Essays on Unit Roots, Cointegration, and Structural Changes by : Inpyo Lee

Download or read book Three Essays on Unit Roots, Cointegration, and Structural Changes written by Inpyo Lee. This book was released on 1992. Available in PDF, EPUB and Kindle. Book excerpt:

Unit Roots and Structural Breaks

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Release : 2018-04-13
Genre : Business & Economics
Kind : eBook
Book Rating : 116/5 ( reviews)

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Book Synopsis Unit Roots and Structural Breaks by : Pierre Perron

Download or read book Unit Roots and Structural Breaks written by Pierre Perron. This book was released on 2018-04-13. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics

Almost All About Unit Roots

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Release : 2015-05-12
Genre : Business & Economics
Kind : eBook
Book Rating : 339/5 ( reviews)

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Book Synopsis Almost All About Unit Roots by : In Choi

Download or read book Almost All About Unit Roots written by In Choi. This book was released on 2015-05-12. Available in PDF, EPUB and Kindle. Book excerpt: Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.

Cointegration

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Release : 2016-07-27
Genre : Business & Economics
Kind : eBook
Book Rating : 296/5 ( reviews)

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Book Synopsis Cointegration by : Bhaskara B. Rao

Download or read book Cointegration written by Bhaskara B. Rao. This book was released on 2016-07-27. Available in PDF, EPUB and Kindle. Book excerpt: `This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.

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