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...
Đã lưu trong:
Những tác giả chính: | , |
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Định dạng: | Sách |
Ngôn ngữ: | English |
Được phát hành: |
Cambridge University Press
2015
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Truy cập trực tuyến: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59412 |
Các nhãn: |
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Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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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. |
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