Unit Roots, Cointegration and Structural Change

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.

Author: G. S. Maddala, In-Moo Kim
Publisher: Cambridge University Press
Published: 03/13/1999
Pages: 524
Binding Type: Paperback
Weight: 1.52lbs
Size: 9.16h x 5.96w x 1.11d
ISBN: 9780521587822

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