By G. S. Maddala | In-Moo Kim
Size 5.2 MB
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.
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