Interaction Between Unit Roots And Structural Breaks
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Unit Roots And Structural Breaks
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Author : Pierre Perron
language : en
Publisher: MDPI
Release Date : 2018-04-13
Unit Roots And Structural Breaks written by Pierre Perron and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-13 with Business & Economics categories.
This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Interaction Between Unit Roots And Structural Breaks
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Author : Charbel Bassil
language : en
Publisher:
Release Date : 2013
Interaction Between Unit Roots And Structural Breaks written by Charbel Bassil and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
In this paper, we review the recent econometric methods related to unit root tests. The central idea is the interaction between structural breaks and unit roots. We consider the standard Dickey-Fuller test and its modifications that allow under the alternative hypothesis one or multiple structural breaks. The break dates are endogenous and the number of breaks may be unknown. We investigate the size and power of these tests. Thus we consider the problem of estimating the number of structural breaks and the problem of estimating the break dates. A second type of test is reviewed, the LM unit root tests that allow under the null and the alternative hypothesis one or two unknown breaks. We also discuss the tests of structural breaks built for a stationary variables. We distinguish two types of tests: tests for a single break and tests for multiple breaks.
Unit Roots Cointegration And Structural Change
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Author : G. S. Maddala
language : en
Publisher: Cambridge University Press
Release Date : 1998
Unit Roots Cointegration And Structural Change written by G. S. Maddala and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
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.
Analysis Of Integrated And Cointegrated Time Series With R
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Author : Bernhard Pfaff
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-03
Analysis Of Integrated And Cointegrated Time Series With R written by Bernhard Pfaff and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-03 with Business & Economics categories.
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Nonstationarity And Structural Breaks In Economic Time Series
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Author : Antonio E. Noriega-Muro
language : en
Publisher: Ashgate Publishing
Release Date : 1993
Nonstationarity And Structural Breaks In Economic Time Series written by Antonio E. Noriega-Muro and has been published by Ashgate Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Business & Economics categories.
This book presents an econometric analysis concerned with the problems of testing for the existence of stochastic or deterministic trends in series which possess structural breaks. It opens with a survey of many of the available tests for unit roots, providing, at the same time, an introduction to the theory of testing for unit roots against both dixed and non-fixed trend-stationary alternatives.
Econometrics In Theory And Practice
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Author : Panchanan Das
language : en
Publisher: Springer Nature
Release Date : 2019-09-05
Econometrics In Theory And Practice written by Panchanan Das and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-05 with Business & Economics categories.
This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
Nonparametric Econometric Methods
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Author : Qi Li
language : en
Publisher: Emerald Group Publishing
Release Date : 2009-12-04
Nonparametric Econometric Methods written by Qi Li and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-04 with Business & Economics categories.
Contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. This work is suitable for those who wish to familiarize themselves with nonparametric methodology.
The Nexus Between Innovation And Environmental Sustainability
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Author : Shaojian Wang
language : en
Publisher: Frontiers Media SA
Release Date : 2023-04-28
The Nexus Between Innovation And Environmental Sustainability written by Shaojian Wang and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-28 with Science categories.
Handbook Of Research On Strategic Management For Current Energy Investments
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Author : Yüksel, Serhat
language : en
Publisher: IGI Global
Release Date : 2021-06-11
Handbook Of Research On Strategic Management For Current Energy Investments written by Yüksel, Serhat and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-11 with Technology & Engineering categories.
Energy has a wide range of uses within a country, includin socially and economically. Providing everything from warmth and light to raw materials for industrial production, energy is an essential need for countries. Due to the importance of energy for countries, energy policies are extremely vital, and energy needs to be affordable, eco-friendly, and continuous so countries can provide for their people and continue to develop industrially. Without the availability of energy that is cheap and continuous, the effectiveness in the energy supply process will be reduced, and society will experience difficulties in having its daily energy needs met. The Handbook of Research on Strategic Management for Current Energy Investments analyzes current trends in energy production and use and identifies energy investment strategies in order to support affordable and available energy for all. Chapters within the book cover technological developments that contribute to the reduction of price in energy production as well as renewable energy sources that provide continuity in energy production but do not emit carbon into the atmosphere. This book highlights topics that cover environmental pollution, energy pricing, economic growth, carbon dioxide emission, and energy management. It is ideal for engineers, technicians, managers, researchers, academicians, policymakers, government officials, and students in related fields.
Theoretical And Applied Studies On Turkish Economy Vol I
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Author : Selim Adem HATIRLI
language : en
Publisher: IJOPEC PUBLICATION
Release Date : 2020-07-20
Theoretical And Applied Studies On Turkish Economy Vol I written by Selim Adem HATIRLI and has been published by IJOPEC PUBLICATION this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-20 with Business & Economics categories.
The book, entitled “Theoretical and Applied Studies on Turkish Economy, Vol I”, aims to make contributions both to academic world, namely to the literature of economics and to real world through the formation of national economic policies in various aspects. The book is designed to examine Turkish economy from different perspectives and to contribute to the enhancement of competitiveness. For this aim, 46 scholars, 3 editors and the precious employees of IJOPEC Publications came together and published this book. In all chapters, current issues are tried to be examined through state-of-the-art econometric approaches and rigorous analysis. Like any other books, the process was toilsome and demanding but the aim is divine: to contribute to the literature and to Turkish economy. Although tiring, subsequent volumes of the examination of Turkish economy is planned to be published in the future.Consequently, any academician, or practitioner who is interested in Turkish economy and its connections with global economy would benefit from the book.