Unit Roots, Cointegration, and Structural Change /

Maddala, G. S.

Unit Roots, Cointegration, and Structural Change / G.S. Maddala and In-Moo Kim - Cambridge : Cambridge University Press, c1998. - xviii, 505p. - Themes in Modern Econometrics .

9780521587822


Econometrics
Time-Series Analysis
Cointegration

330.0151 / MadU