Unit Roots, Cointegration, and Structural Change - Themes in Modern Econometrics - G. S. Maddala - Books - Cambridge University Press - 9780521587822 - January 21, 1999
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Unit Roots, Cointegration, and Structural Change - Themes in Modern Econometrics

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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 best-selling author G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change.


524 pages, 21 tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 21, 1999
ISBN13 9780521587822
Publishers Cambridge University Press
Pages 524
Dimensions 153 × 229 × 27 mm   ·   689 g
Language English  

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