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Unit Roots, Cointegration, and Structural Change - Themes in Modern Econometrics G. S. Maddala
Unit Roots, Cointegration, and Structural Change - Themes in Modern Econometrics
G. S. Maddala
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 21 de enero de 1999 |
| ISBN13 | 9780521587822 |
| Editores | Cambridge University Press |
| Páginas | 524 |
| Dimensiones | 153 × 229 × 27 mm · 689 g |
| Lengua | Inglés |
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