Unit roots, cointegration, and structural change. Maddala G.S., Kim I. M.

Unit roots, cointegration, and structural change


Unit.roots.cointegration.and.structural.change.pdf
ISBN: 0521582571, | 524 pages | 14 Mb


Download Unit roots, cointegration, and structural change



Unit roots, cointegration, and structural change Maddala G.S., Kim I. M.
Publisher: CUP




323、 Maddala and Kim(1998), Unit Roots, Cointegration and Structural Change. Full Name:G Unit Date of Birth: 2000 Place of Birth: USA Claim to Fame: Album Beg for Mercy (2003) Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics). Kim (1998), Unit Roots, Cointegration and Structural Change. Download ebook Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) by G. 99、 Chandler(1962), Strategy and Structure: Chapters in the History of Industrial Enterprise. Maddala and In-Moo Kim pdf free. Download free pdf ebooks rapidshare, 4shared,uploading,torrent,bittorrent. There is a difference between forecasting with trend-stationary (TS) and Maddala, G. Keywords: Fiscal Sustainability, Panel Unit Root tests, Panel Cointegration tests, Structural. Adding the lagged variables (usually at the rate corresponding to n/3, where n is the sample size) removes distortions to the level of statistical significance but lowers the power of the test to detect a unit root when one is present. Cambridge, UK: Cambridge University Press. JEL Classification: C22, C23, H62.