Engineering
Unit Roots, Cointegration and Structural Change (English, G. S. Maddala | In-Moo Kim)
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About the Book
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 Chang…
ISBN: 9780521587822
Book Specifications
| ISBN-13 | 9780521587822 |
| ISBN-10 | 0521587824 |
| Publisher | Cambridge University Press |
| Category | Engineering |
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