Sinossi
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
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Recensione
"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 econometrics...This book is a welcome addition to books on time series analysis." Mathematical Reviews
Descrizione del libro
Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by best-selling author G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change.
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