000			01928 am a2200337 i 4500
001			6612
005			20250325120906.0
008			980311s1999 enka b 001 0 eng
010			_a98017325
020			_a0521582571
020			_a0521587824 _qpbk.
040			_aDLC _cDLC _dDLC _dBAUN _erda
041	0		_aeng
049			_aBAUN_MERKEZ
050	0	4	_aHB139 _b.M355 1999
082	0	0	_221
100	1		_aMaddala, G. S. _989980 _eaut
245	1	0	_aUnit roots, cointegration, and structural change / _cG.S. Maddala, In-Moo Kim.
264		1	_aCambridge [England] ; _aNew York : _bCambridge University Press, _c1999.
300			_axviii, 505 pages : _billustrations ; _c24 cm.
490	1		_aThemes in modern econometrics
504			_aIncludes bibliographical references and indexes.
505	0	0	_tContents _tFigures _tTables _tPreface _tPt. I Introduction and basic concepts _t1.Introduction _t2.Basic concepts _tPt. II Unit roots and cointegration _t3.Unit roots _t4.Issues in unit root testing _t5.Estimation of cointegrated systems _t6.Tests for cointegration _t7.Econometric modeling with integrated regressors _tPt. III Extensions of the basic model _t8.The Bayesian analysis of stochastic trends _t9. Fractional unit roots and fractional cointegration _t10.Small sample inference: bootstrap methods _t11.Cointegrated systems with I(2) variables _t12.Seasonal unit roots and seasonal cointegration _tPt. IV Structural change _t13.Structural change, unit roots, and cointegration _t14.Outliers and unit roots _t15.Regime switching models and structural time series models _t16.Future directions _tApp. 1 A brief guide to asymptotic theory _tAuthor index _tSubject index
650		0	_aEconometrics.
650		0	_aTime-series analysis. _925073
650		0	_aCointegration.
700	1		_aKim, In-Moo. _eaut
710	2		_972911 _aCambridge University Press. _eisb
830		0	_992865 _aThemes in modern econometrics.
942			_2lcc _cKT
999			_c5398 _d5398