Unit roots, cointegration, and structural change /

Bibliographic Details
Main Author: Maddala, G. S.
Other Authors: Kim, In-Moo
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, 1999
Subjects:
Table of Contents:
  • Preface
  • Pte.1. Introduction and basic concepts
  • Pte.2. Unit roots and cointegration
  • Pte.3. Extensions of the basic model
  • Pte.4. Structural change
  • A brief guide to asymptotic theory.