| Unit Roots, Cointegration, and Structural Change Contributor(s): Maddala, G. S. (Author), Kim, In-Moo (Author) |
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ISBN: 0511751974 ISBN-13: 9780511751974 Publisher: Cambridge University Press OUR PRICE: $140.25 Product Type: Open Ebook - Other Formats Published: August 2010 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Statistics |
| Dewey: 330.015 |
| Series: Themes in Modern Econometrics |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |