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.