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Maddala G. Unit Roots, Cointegration, and Structural Change 1998

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Maddala G. Unit Roots, Cointegration, and Structural Change 1998

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Category: Other
Total size: 5.12 MB
Added: 2025-03-10 23:38:58

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Info Hash: 02F5793D24E54CF03E289E108ECAD7E8C46C3923
Last updated: 1.2 hours ago

Description:

Textbook in PDF format 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