Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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发表于2024-07-01
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 用户评价
The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.
评分The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.
评分The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.
评分The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.
评分The authors are Bayesian!! A good survey book of the three domains. What should be done in the future studies would be integrating the theories into a single analytical frame.
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 著者简介
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 图书目录
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 图书描述
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.
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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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