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Unit Roots, Cointegration and Structural Change

by G. S. Maddala , In-Moo Kim
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Current price ₹5,409.00
Original price ₹5,460.00
Original price ₹5,460.00
Original price ₹5,460.00
(-1%)
₹5,409.00
Current price ₹5,409.00

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Book cover type: Paperback
  • ISBN13: 9780521587822
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 524
  • Original Price: GBP 42.0
  • Language: English
  • Edition: N/A
  • Item Weight: 690 grams
  • BISAC Subject(s): Econometrics

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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