Unit Roots, Cointegration, and Structural Change (Paperback)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Themes in Modern Econometrics
Release date:	1999
First published:	1998
Authors:	G.S. Maddala • In-Moo Kim
Dimensions:	233 x 151 x 28mm (L x W x T)
Format:	Paperback - Trade
Pages:	524
ISBN-13:	978-0-521-58782-2
Categories:	Books > Business & Economics > Economics > Econometrics > General
LSN:	0-521-58782-4
Barcode:	9780521587822

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