Unit Roots, Cointegration , and Structural Change

The area of unit roots, cointegration, and stru c tu ra l change has been area of intense and active research during the past decade. Developme have been proceeding a t a fast pace. However, almost all th e books technically oriented and do not bring together the different strands research in th...

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Đã lưu trong:
Chi tiết về thư mục
Những tác giả chính: Maddala, G. S., Kim, In-Moo
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Cambridge University Press 2015
Truy cập trực tuyến:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59412
Các nhãn: Thêm thẻ
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Miêu tả
Tóm tắt:The area of unit roots, cointegration, and stru c tu ra l change has been area of intense and active research during the past decade. Developme have been proceeding a t a fast pace. However, almost all th e books technically oriented and do not bring together the different strands research in this area. Even if many new developments are going to t; place, we thought it time to provide an overview of this area for 1 benefit of empirical as well as theoretical researchers. Those who doing empirical research will benefit from th e comprehensive cover; of the book. For those who are doing theoretical research, particula graduate students sta rting on their dissertation work, the present b( will provide an overview and perspective of this area. It is very ei for graduate students to get lost in the intricate algebraic detail o particular procedure and lose sight of the general framework their w fits in to.