Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)

Editorial Reviews
Book Description
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.

Card catalog description
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. Unit Roots, Cointegration, and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper - undergraduate students.

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics),G. S. Maddala,In-Moo Kim,Peter C. B. Phillips,Eric Ghysels,Richard J. Smith,Cambridge University Press,0521587824,Business & Economics,Business / Economics / Finance,Business/Economics,Cointegration,Econometrics,Economic Conditions,Economics - General,Time-series analysis,Business & Economics / Econometrics

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