Unit roots, cointegration, and structural change

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Unit roots, cointegration, and...

Unit roots, cointegration, and structural change

Name: Unit roots, cointegration, and structural change
ISBN: 9780521582575

Maddala G.S., Kim I.-M.

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Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by G. S. Maddala and In-Moo Kim is based on a successful lecture program and provides a comprehensive review of these topics as well as structural change. G. S. Maddala is one of the most distinguished writers of graduate and undergraduate econometrics textbooks today and Unit Roots, Cointegration and Structural Change represents a major contribution that will be of interest both to specialists and graduate and undergraduate students.

श्रेणियाँ:

Business & Economics - Mathematical Economics

साल:

1998

प्रकाशन:

CUP

भाषा:

english

पृष्ठ:

524

ISBN 10:

0521582571