Unit roots, cointegration, and structural change
Auteur :
Maddala, G. S. / Kim, In-Moo
Éditeur :
Cambridge University Press
ISBN :
9780521587822
Date de publication :
21 janv. 1999
Dimensions :
23,3 x 15,1 x 2,8 cm
Poids :
828 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.