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Description - Unit Roots, Cointegration, and Structural Change by G. S. Maddala

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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Book Details

ISBN: 9780521587822
ISBN-10: 0521587824
Format: Paperback
(228mm x 152mm x 28mm)
Pages: 524
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 21-Jan-1999
Country of Publication: United Kingdom

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