ENGLISH

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)

By G. S. Maddala , In-Moo Kim

Book information

Publisher
Cambridge University Press
Year
1998
ISBN
9780511751974, 9780521582575, 9780521587822
DOI
10.1017/CBO9780511751974
Google Books ID
llXBvougICMC
Language
english
Format
PDF
Filesize
5 MB (5371102 bytes)
Series
Themes in Modern Econometrics
Pages
524\524
Orientation
yes
Scanned
yes
Time added
2012-03-17 06:00:00

Description

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.

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