Unit Roots Cointegration Structural Change. Themes in Modern Econometrics

Maddala, G. S. and In-Moo Kim:

ISBN 10: 0521587824 / ISBN 13: 9780521587822

Published by Cambridge University Press, 2003

About this Item

505 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 840.

Seller Inventory # 2305373

Bibliographic Details

• Title: Unit Roots Cointegration Structural Change. Themes in Modern Econometrics
• Publisher: Cambridge University Press
• Publication Date: 2003
• Language: English
• ISBN 10: 0521587824
• ISBN 13: 9780521587822
• Binding: Broschiert
• Condition: Gut
• Weight: 840 grams
• Seller catalogs:
  • 90 Varia

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.