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Unit Roots, Cointegration, and Structural Change
part of the Themes in Modern Econometrics series
- Binding:
- Paperback
- Pages:
- 524
- Published:
- January 20, 1999
- Dimensions:
- 153x229x27 mm.
- Weight:
- 766 g.
Delivery:
1-2 weeks
Expected delivery: January 4, 2025
Extended return policy to January 30, 2025
Description of 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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