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Unit Roots, Cointegration and Structural Change

Unit Roots, Cointegration and Structural Change

Paperback

Series: Themes in Modern Econometrics, Book 4

Economics

ISBN10: 0521587824
ISBN13: 9780521587822
Publisher: Cambridge University Press
Published: Jan 21 1999
Pages: 524
Weight: 1.52
Height: 1.11 Width: 5.96 Depth: 9.16
Language: English
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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Economics