Name: Unit Roots, Cointegration and Structural Change
Price: 2259.00 TWD
Availability: InStock
Author: Maddala, G. S. ; Kim, In-Moo
ISBN: 9780521587822

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portada Unit Roots, Cointegration and Structural Change

Unit Roots, Cointegration and Structural Change

Type

Physical Book

Author

G. S. Maddala

In-Moo Kim

Publisher

Cambridge University Press

Year

1999

Language

English

Pages

524

Format

Paperback

Dimensions

23.3 x 15.1 x 2.8 cm

Weight

0.69 kg.

ISBN

0521587824

ISBN13

9780521587822

Synopsis "Unit Roots, Cointegration and Structural Change"

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.

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Unit Roots, Cointegration and Structural Change - Maddala, G. S. ; Kim, In-Moo

Synopsis "Unit Roots, Cointegration and Structural Change"

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