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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)
Unit Roots Cointegration and Structural Change - Themes in Modern Econometrics
Author: G. S. Maddala, In-Moo Kim
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 gra...  more »
ISBN-13: 9780521582575
ISBN-10: 0521582571
Publication Date: 3/13/1999
Pages: 524
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Publisher: Cambridge University Press
Book Type: Hardcover
Other Versions: Paperback
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