Unit roots, cointegration, and structural change. Maddala G.S., Kim I. M.
Unit.roots.cointegration.and.structural.change.pdf
ISBN: 0521582571, | 524 pages | 14 Mb
Unit roots, cointegration, and structural change Maddala G.S., Kim I. M.
Publisher: CUP
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. Maddala GS and In-Moo Kim (1999): Unit roots, cointegration and structural change. 99、 Chandler(1962), Strategy and Structure: Chapters in the History of Industrial Enterprise. Present position: Korea Tax Institute, Korea. Mankiw, Gregory N., David Romer, and David N. �Three Essays on Unit Roots, Cointegration, and Structural Changes”. JEL Classification: C22, C23, H62. 323、 Maddala and Kim(1998), Unit Roots, Cointegration and Structural Change. First position: Korea Tax Institute, Korea. Keywords: Fiscal Sustainability, Panel Unit Root tests, Panel Cointegration tests, Structural. Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) book download Download Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) S.
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