TY  - BOOK
AU  - Maddala,G.S.
AU  - Kim,In-Moo
ED  - Cambridge University Press.
TI  - Unit roots, cointegration, and structural change
T2  - Themes in modern econometrics
SN  - 0521582571
AV  - HB139 .M355 1999
PY  - 1999///
CY  - Cambridge [England], New York
PB  - Cambridge University Press
KW  - Econometrics
KW  - Time-series analysis
KW  - Cointegration
N1  - Includes bibliographical references and indexes; Contents; Figures; Tables; Preface; Pt. I	Introduction and basic concepts; 1.Introduction; 2.Basic concepts; Pt. II	Unit roots and cointegration; 3.Unit roots; 4.Issues in unit root testing; 5.Estimation of cointegrated systems; 6.Tests for cointegration; 7.Econometric modeling with integrated regressors; Pt. III	Extensions of the basic model; 8.The Bayesian analysis of stochastic trends; 9.	Fractional unit roots and fractional cointegration; 10.Small sample inference: bootstrap methods; 11.Cointegrated systems with I(2) variables; 12.Seasonal unit roots and seasonal cointegration; Pt. IV	Structural change; 13.Structural change, unit roots, and cointegration; 14.Outliers and unit roots; 15.Regime switching models and structural time series models; 16.Future directions; App. 1	A brief guide to asymptotic theory; Author index; Subject index
ER  -