|
Unit Roots, Cointegration, and Structural Change
Paperback / softback
Main Details
| Title |
Unit Roots, Cointegration, and Structural Change
|
| Authors and Contributors |
By (author) G. S. Maddala
|
|
By (author) In-Moo Kim
|
| Series | Themes in Modern Econometrics |
|---|
| Physical Properties |
| Format:Paperback / softback | | Pages:524 | | Dimensions(mm): Height 233,Width 151 |
|
| Category/Genre | Econometrics |
|---|
| ISBN/Barcode |
9780521587822
|
| Classifications | Dewey:330.015195 |
|---|
| Audience | | Professional & Vocational | | Tertiary Education (US: College) | |
|---|
| Illustrations |
21 Tables, unspecified
|
|
Publishing Details |
| Publisher |
Cambridge University Press
|
| Imprint |
Cambridge University Press
|
| Publication Date |
21 January 1999 |
| Publication Country |
United Kingdom
|
Description
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.
Reviews"This well-written book is sure to become a must-read for empirical researchers as well as upper-level graduate students who are contemplating dissertation work in theoretical time series econometrics...This book is a welcome addition to books on time series analysis." Mathematical Reviews
|
