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Unit Roots, Cointegration, and Structural Change

Om Unit Roots, Cointegration, and Structural Change

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780521587822
  • Bindende:
  • Paperback
  • Sider:
  • 524
  • Utgitt:
  • 21 januar 1999
  • Dimensjoner:
  • 153x229x27 mm.
  • Vekt:
  • 766 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 30 juli 2024

Beskrivelse av Unit Roots, Cointegration, and Structural Change

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.

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