Conflicts Among Tests For Cointegration

Conflicts Among Tests for Cointegration

Stress of War, Conflict and Disaster

Stress is a universal phenomenon that impacts adversely on most people. Following on the heels of Stress Science: Neuroendocrinology and Stress Consequences: Mental, Neuropsychological and Socioeconomic, this third derivative volume will provide a readily accessible and affordable compendium that explains the phenomenon of stress as it relates physically and mentally to war, conflict and disaster. The first section will be dedicated to study of the link between stress and various forms of conflict. Specific instances of conflict will be discussed - the Gulf wars, Korea, Hiroshima bombing, the Holocaust, 9/11, Northern Ireland, terrorism in general, torture. The second section will explore the stress impact of more general physical disasters such as airline and vehicle accidents, earthquakes, floods, and hurricanes. The final section will focus on the clinical relationship between conflict stress and various mental diseases – PTSD, suicide, disaster syndrome, etc – as well as the adverse impact of stress on human physical health in general. Comprised of about 100 top articles selected from Elsevier's Encyclopedias of Stress, the volume will provide a valuable desk reference that will put relevant articles readily at the fingertips of all scientists who consider stress. - Chapters offer impressive and unique scope with topics addressing the relationship between stress generated by war, conflict and disaster and various physical/mental disorders - Richly illustrated with over 200 figures, dozens in color - Articles carefully selected by one of the world's most preeminent stress researchers and contributors represent the most outstanding scholarship in the field, with each chapter providing fully vetted and reliable expert knowledge

Unit Roots, Cointegration, and Structural Change

Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students.