Cover Image

Unit roots, cointegration, and structural change /

Bibliographic Details
Main Author: Maddala, G. S.
Other Authors: Kim, In-Moo
Format: Book
Language:English
Published: Cambridge [England] ; New York : Cambridge University Press, 1998.
Series:Themes in modern econometrics.
Subjects:
Econometrics.
Time-series analysis.
Cointegration.
Description
Physical Description:xviii, 505 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and indexes.
ISBN:0521582571
0521587824 (pbk.)