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Unit Roots, Cointegration, and Structural Change

af G. S. Maddala

indgår i Themes in Modern Econometrics serien

Unit Roots, Cointegration, and Structural Change af G. S. Maddala
Bag om Unit Roots, Cointegration, and Structural Change

Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by best-selling author G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521587822
  • Indbinding:
  • Paperback
  • Sideantal:
  • 524
  • Udgivet:
  • 21. januar 1999
  • Størrelse:
  • 153x229x27 mm.
  • Vægt:
  • 766 g.
  • 8-11 hverdage.
  • 9. december 2024
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Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by best-selling author G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change.

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