Unit Roots, Cointegration, and Structural Change
Цена 33.63 - 62.00 USD
EAN/UPC/ISBN Code
9780521587822
Издатель
Cambridge University Press
Страниц
524
Год выпуска
2004
Форма выпуска
155x230
Themes in Modern Econometrics 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.