Unit Roots, Cointegration and Structural Change
Ranked #59 in Econometrics
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 programme and provides a comprehensive review of these topics as well as of 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 to Themes in Modern Econometrics, of interest both to specialists and graduate and undergraduatestudents. less
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