Unit roots, cointegration, and structural change by Maddala G.S., Kim I. M.

Unit roots, cointegration, and structural change



Download Unit roots, cointegration, and structural change




Unit roots, cointegration, and structural change Maddala G.S., Kim I. M. ebook
Language: English
Page: 524
Format: djvu
ISBN: 0521582571,
Publisher: CUP

"This well-written book is sure to become a must-read for empirical researchers as well as upper-level graduate students who are contemplating dissertation work in theoretical time series econometrics...This book is a welcome addition to books on time series analysis." Mathematical Reviews 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 programme and provides a comprehensive review of these topics as well as of 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 to Themes in Modern Econometrics, of interest both to specialists and graduate and undergraduatestudents. MORE EBOOKS:
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