株式会社極東書店トップ ＞ 商品一覧 ＞ Unit Roots, Cointegration and Structural Change.
商品詳細
Unit Roots, Cointegration and Structural Change. G.S.マッダラ著 単位根、共和分、構造変化
・ISBN 978-0-521-58257-5 hard
絶版
お気に入り
★★★
・ISBN 978-0-521-58782-2 paper GB£ 42.00
￥13,305.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-75197-4
| 著者・編者 | Maddala, G. S. / Kim, In-Moo, |
|---|---|
| シリーズ | Themes in Modern Econometrics |
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 1998 |
| ページ数 | 505 |
| 言語 | ENG |
| ニュース番号 | ＜442-162 444-126＞ |
解説
Time 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.