Unit Roots, Cointegration, and Structural Change (Paperback)

G.S. Maddala

ISBN 10: 0521587824 / ISBN 13: 9780521587822

Published by Cambridge University Press, Cambridge, 1999

About this Item

Paperback. 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. A review of unit roots, cointegration and structural change. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9780521587822

Bibliographic Details

• Title: Unit Roots, Cointegration, and Structural Change (Paperback)
• Publisher: Cambridge University Press, Cambridge
• Publication Date: 1999
• Language: English
• ISBN 10: 0521587824
• ISBN 13: 9780521587822
• Binding: Paperback
• Condition: new

About this title

Synopsis

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.

About the Author

G.S. MADDALA passed away in June 1999 and had been a leading figure in the econometrics profession for more than three decades. At the time of his death, he held the University Eminent Scholar Professorship in the Department of Economics at Ohio State University. His previous university affiliations include Stanford University, University of Rochester and University of Florida.