Econometrics

Unit Roots, Cointegration and Structural Change

Name: Unit Roots, Cointegration and Structural Change
Brand: Cambridge University Press
SKU: 9780521587822
Price: 5960.00 INR
Availability: InStock
ISBN: 9780521587822

UNIT ROOTS COINTEGRATION & STR

Contributor(s): Maddala, G. S. Author , Kim, In-Moo Author Format: Paperback

Paperback · ISBN 9780521587822

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Key Specifications

ISBN	9780521587822
Subtitle	UNIT ROOTS COINTEGRATION & STR
Publisher	Cambridge University Press
Publication date	January 1999
Language	English
MRP	£42.00 GBP
Page count	524
Item weight	153 g

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.

Unit Roots, Cointegration and Structural Change

Key Specifications

Maddala, G. S. Author

Kim, In-Moo Author

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