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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics)
 
 
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Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) (Paperback)

by G. S. Maddala (Author), In-Moo Kim (Author) "The purpose of this chapter is to introduce several terms that will be used repeatedly in the subsequent chapters, and to explain their meaning..." (more)
Key Phrases: superfluous regressors, panel data unit root tests, stochastic cointegration, Monte Carlo, Economic Statistics, Journal of Econometrics (more...)
4.1 out of 5 stars  (8 customer reviews)

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Buy this book with Workbook on Cointegration (Advanced Texts in Econometrics) by Peter Reinhard Hansen today!

Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) Workbook on Cointegration (Advanced Texts in Econometrics)
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Editorial Reviews
Review
"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

Product Description
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.

See all Editorial Reviews

Product Details
  • Paperback: 523 pages
  • Publisher: Cambridge University Press (March 13, 1999)
  • Language: English
  • ISBN-10: 0521587824
  • ISBN-13: 978-0521587822
  • Product Dimensions: 8.8 x 6 x 1.3 inches
  • Shipping Weight: 1.6 pounds (View shipping rates and policies)
  • Average Customer Review: 4.1 out of 5 stars  (8 customer reviews)
  • Amazon.com Sales Rank: #537,733 in Books (See Bestsellers in Books)
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  • Also Available in: Hardcover  |  All Editions