Unit roots, cointegration, and structural change
Maddala G.S., Kim I.-M.
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.
Năm:
1998
Nhà xuát bản:
CUP
Ngôn ngữ:
english
Trang:
524
ISBN 10:
0521582571
ISBN 13:
9780521582575
File:
DJVU, 3.00 MB
IPFS:
,
english, 1998