Unit Roots Cointegration And Structural Change
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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.
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 Electronic book categories.
This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Cointegration
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Author : Bhaskara B. Rao
language : en
Publisher: Springer
Release Date : 2016-07-27
Cointegration written by Bhaskara B. Rao and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-27 with Business & Economics categories.
`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.
Unit Root Tests And Structural Breaks
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Author : Paramsothy Silvapulle
language : en
Publisher:
Release Date : 1995
Unit Root Tests And Structural Breaks written by Paramsothy Silvapulle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Monte Carlo method categories.
Unit Roots And Structural Breaks
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Author : Pierre Perron
language : en
Publisher:
Release Date : 2018
Unit Roots And Structural Breaks written by Pierre Perron and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
Unit Roots and Structural Breaks.
Nonstationary Panels Panel Cointegration And Dynamic Panels
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Author : Badi H. Baltagi
language : en
Publisher: Elsevier
Release Date : 2000
Nonstationary Panels Panel Cointegration And Dynamic Panels written by Badi H. Baltagi and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
Unit Roots And Structural Breaks
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Author : Pierre Perron (Ed.)
language : en
Publisher:
Release Date : 2018
Unit Roots And Structural Breaks written by Pierre Perron (Ed.) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Economic growth, development, planning categories.
This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made. Still, there is scope for improvements to and analyses of the existing procedures. This book provides contributions that follow up on what has been done and/or offer new perspectives on such issues and related ones.
Econometric Models With Panel Data
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Author : César Pérez López
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2015-01-20
Econometric Models With Panel Data written by César Pérez López and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-20 with Econometric models categories.
Data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time. In this way, the researcher can perform economic analysis and specify models with the data of cross section (or cross section) that are obtained when all operators are considered in an instant of time. Different patterns of behaviour of all players together studied in the different temporal moments may thus be assessed. Alternatively, you can perform the same analysis considering time series given by the evolution of each economic agent throughout all the periods of the sample. In the latter case could be considered different patterns for individual to individual behaviour all the time interval of the sample. The book focuses on practical aspects of econometrics of panel data presenting variety of solved exercise with the latest software. STATA, SAS, SPSS and EVIEWS software was used. The remarkable reads as follows: MODELS WITH PANEL DATA PURE PANELS AND EXPANDED PANELS COMPARISON BETWEEN ANNUAL SAMPLES, COMBINATIONS OF CROSS SECTIONS (DATA POOL) AND PANELS ECONOMETRIC MODELS WITH PANEL DATA PANEL DATA MODELS WITH CONSTANT COEFFICIENTS PANEL DATA MODELS WITH FIXED EFFECTS PANEL DATA MODELS WITH RANDOM EFFECTS DYNAMIC PANEL DATA MODELS LOGIT AND PROBIT PANEL DATA MODELS PANEL DATA MODELS WITH EVIEWS EVIEWS AND MODELS WITH PANEL DATA. PANELS OF CONSTANT COEFICIENTS, FIXED EFFECTS AND RANDOM EFFECTS EVIEWS AND DYNAMIC MODELS WITH PANEL DATA. ARELLANO AND BOND METHODOLOGY PANEL DATA MODELS WITH STATA EXAMPLES MODELS WITH PANEL DATA LOGIT, PROBIT AND POISSON MODELS WITH PANEL DATA ESTIMATION OF DYNAMIC PANELS USING THE ARELLANO - BOND METHODOLOGY PANEL DATA MODELS WITH SAS 57 SAS AND MODELS WITH PANELDATA. PROCEDURE TSCSREG SAS AND MODELS WITH PANEL DATA. PROCEDURE PANEL PANEL DATA MODELS WITH SPSS STABILITY IN PANEL DATA MODELS. STRUCTURAL CHANGE, UNIT ROOTS AND COINTEGRATION STRUCTURAL STABILITY IN ECONOMETRIC MODELS UNSTABLE MODELS: SPURIOUS REGRESSIONS SEASONAL TIME SERIES. DETECTION OF SEASONALITY UNIT ROOTS TESTS STABLE MODELS IN THE LONG TERM: THE COINTEGRATION ANALYSIS THE ERROR CORRECTION MODELS UNIT ROOTS AND COINTEGRATION IN SEASONAL SERIES UNIT ROOTS AND COINTEGRATION IN SERIES WITH STRUCTURAL CHANGE UNIT ROOTS AND COINTEGRATION WITH PANEL DATA STATIONARY AND SEASONALITY WITH EVIEWS ROOTS UNIT, COINTEGRATION AND STRUCTURAL CHANGE WITH EVIEWS EVIEWS AND THE CONTRASTS OF UNIT ROOTS WITH PANEL DATA. COINTEGRATION IN PANEL DATA MODELS UNIT ROOTS, COINTEGRATION AND STRUCTURAL CHANGE WITH SAS SAS AND UNIT ROOTS TESTS WITH PANEL DATA MODELS. COINTEGRATION IN PANEL DATA MODELS
Structural Change And Unit Roots
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Author : In-Moo Kim
language : en
Publisher:
Release Date : 1991
Structural Change And Unit Roots written by In-Moo Kim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Econometric models categories.
Gls Detrending Efficient Unit Root Tests And Structural Change
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Author : Perron, Pierre
language : en
Publisher: Montréal : Université de Montréal, Dép. de sciences économiques
Release Date : 1998
Gls Detrending Efficient Unit Root Tests And Structural Change written by Perron, Pierre and has been published by Montréal : Université de Montréal, Dép. de sciences économiques this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.