Unit Roots, Cointegration and Structural Change

Autor

Editura

Cambridge Univ Pr

An publicare

2019

Nr. Pagini

100

ISBN

957065

Categorii

Business In Engleza

Descriere

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 prog...

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