Unit Roots, Cointegration and Structural Change

by G.S. Maddala and In-Moo Kim

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521587824
• ISBN13: 9780521587822
• Release Date: August 2008
• Publisher: Cambridge University Press
• Length: 524 Pages
• Weight: 1.86 lbs.
• Dimensions: 1.1" x 6.0" x 9.2"