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Unit Roots, Cointegration, and Structural Change


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Viac o knihe Unit Roots, Cointegration, and Structural Change (G.S. Maddala)

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.

Recenzie a kritiky

ISBN: 0521587824 Rozmer: 153×230 mm Počet strán: 524 Väzba: brožovaná Jazyk: angličtina

Vydavateľstvo Cambridge University Press

Obchodný názov: Cambridge University Press & AssssmentAdresa: Univesity Printing House, Shaftesbury Road, CB2 8BS CambridgeE-mail: directs@cambridge.org

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