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
Unit roots, cointegration, and structural change
β Scribed by Maddala G.S., Kim I.-M.
- Publisher
- CUP
- Year
- 1998
- Tongue
- English
- Leaves
- 524
- Category
- Library
No coin nor oath required. For personal study only.
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