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Unit Roots, Cointegration, and Structural Change

By  In-Moo Kim

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In Stock (877)

£ 48.00

Description

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.

Book Details
EAN:
9780521587822
Binding:
Paperback / softback
Dimensions(mm):
229 x 153 x 27
Publication Date:
1999-01-21
Publication Country:
United Kingdom