Unit Roots, Cointegration and Structural Change

by G.S. Maddala and In-Moo Kim

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521587824
• ISBN13: 9780521587822
• Release Date: August 2008
• Publisher: Cambridge University Press
• Length: 524 Pages
• Weight: 1.85 lbs.
• Dimensions: 1.1" x 6.0" x 9.2"