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Unit roots, cointegration, and structural change Maddala G.S., Kim I. M.
Publisher: CUP

Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. JEL Classification: C22, C23, H62. 5th McGraw-Hill New York 0074621432 9780074621431 Unit roots, cointegration, and structural change Maddala G.S., Kim I.-M. Maddala and In-Moo Kim give comprehensive evaluation of these subjects and structural change. This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. €�Three Essays on Unit Roots, Cointegration, and Structural Changes”. Full Name:G Unit Date of Birth: 2000 Place of Birth: USA Claim to Fame: Album Beg for Mercy (2003) Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics). Unit Roots, Cointegration, and Structural Change Average Reviews: (More customer reviews)This is a book on specialized topics in econometric modeling. Present position: Korea Tax Institute, Korea. First position: Korea Tax Institute, Korea. Unit Roots, Cointegration, and Structural Change PDF Download Ebook. Keywords: Fiscal Sustainability, Panel Unit Root tests, Panel Cointegration tests, Structural.