Nonfiction | Business & Investing

Unit Roots, Cointegration and Structural Change

by G. S. Maddala

2020-07-24 03:18:38

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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 t... Read more
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. Less

Book Details

File size9.16x5.96x1.11inches
Print pages523
PublisherCambridge University Press
Publication date January 1, 1999
LanguageEnglish
ISBN9780521587822
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G. S. Maddala
Author
...

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