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Unit Roots, Cointegration, and Structural…
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Unit Roots, Cointegration, and Structural Change

by G. S. Maddala, In-Moo Kim

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Author nameRoleType of authorWork?Status
G. S. Maddalaprimary authorall editionscalculated
Kim, In-Moomain authorall editionsconfirmed
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Amazon.com Product Description (ISBN 0521587824, Paperback)

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.

(retrieved from Amazon Thu, 12 Mar 2015 18:17:07 -0400)

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