UNIT ROOTS COINTEGRATION AND STRUCTURAL CHANGE

UNIT ROOTS COINTEGRATION AND STRUCTURAL CHANGE

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Bibliographic Details
Main Authors: Maddala, G. S (Author), Kim, In-Moo (Author)
Format: Book
Language:English
Published: United Kingdom Cambridge Uni. Press 1998
Series:Themes in modern econometrics
Subjects:
Time-series analysis
Cointegration
Econometrics
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:xviii, 505 pages illustrations 24 cm
Bibliography:Includes bibliographical references and index
ISBN:0521587824
9780521587822

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