| Unit Roots, Cointegration and Structural Change Contributor(s): Maddala, G. S. (Author), Kim, In-Moo (Author) |
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ISBN: 0521587824 ISBN-13: 9780521587822 Publisher: Cambridge University Press OUR PRICE: $47.49 Product Type: Paperback - Other Formats Published: March 1999 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Economics - General |
| Dewey: 330.015 |
| LCCN: 98017325 |
| Series: Themes in Modern Econometrics |
| Physical Information: 1.11" H x 5.96" W x 9.16" (1.52 lbs) 524 pages |