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

Keywords: Fiscal Sustainability, Panel Unit Root tests, Panel Cointegration tests, Structural. 5th McGraw-Hill New York 0074621432 9780074621431 Unit roots, cointegration, and structural change Maddala G.S., Kim I.-M. JEL Classification: C22, C23, H62. Her book is a good introduction, and there is additionally (the rather dry) Hamilton chapters on it, or Maddala's "Unit Roots, Cointegration, and Structural Change." The later, I think, is a really good book but is dated. 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). This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. 323、 Maddala and Kim(1998), Unit Roots, Cointegration and Structural Change. There is a difference between forecasting with trend-stationary (TS) and Maddala, G. Unit roots, cointegration, and structural change. Cambridge, UK: Cambridge University Press. Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) book download Download Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) S. Unit.roots.cointegration.and.structural.change.pdf. 99、 Chandler(1962), Strategy and Structure: Chapters in the History of Industrial Enterprise. 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.