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Unit roots, cointegration, and structural change

Author: G S Maddala; In-Moo Kim
Publisher: Cambridge [England] ; New York : Cambridge University Press, 1998.
Series: Themes in modern econometrics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. Unit Roots, Cointegration, and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper - undergraduate students.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: G S Maddala; In-Moo Kim
ISBN: 0521582571 9780521582575 0521587824 9780521587822
OCLC Number: 38753058
Description: xviii, 505 pages : illustrations ; 24 cm.
Contents: 1. Heterogeneity 2. Authorship 3. Copyright 4. The formation of cultural identities 5. The pedagogy of literature 6. Philosophy 7. The bestseller 8. Globalization.
Series Title: Themes in modern econometrics.
Responsibility: G.S. Maddala, In-Moo Kim.
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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.  Read more...

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"This well-written book is sure to become a must-read for empirical researchers as well as upper-level graduate students who are contemplating dissertation work in theoretical time series Read more...

 
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