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Pocket
Unit Roots, Cointegration, and Structural Change
G S Maddala • In-Moo Kim • In-Moo Kim
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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.
- Format: Pocket/Paperback
- ISBN: 9780521587822
- Språk: Engelska
- Antal sidor: 524
- Utgivningsdatum: 1999-01-21
- Förlag: Cambridge University Press