Book contents
- Frontmatter
- Contents
- Figures
- Tables
- Dedication
- Preface
- Part I Introduction and basic concepts
- Part 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
- Part III Extensions of the basic model
- Part IV Structural change
- Appendix 1 A brief guide to asymptotic theory
- Author index
- Subject index
7 - Econometric modeling with integrated regressors
Published online by Cambridge University Press: 04 August 2010
- Frontmatter
- Contents
- Figures
- Tables
- Dedication
- Preface
- Part I Introduction and basic concepts
- Part 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
- Part III Extensions of the basic model
- Part IV Structural change
- Appendix 1 A brief guide to asymptotic theory
- Author index
- Subject index
Summary
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- Chapter
- Information
- Unit Roots, Cointegration, and Structural Change , pp. 249 - 260Publisher: Cambridge University PressPrint publication year: 1999