Maddala, G. S.

Unit roots, cointegration, and structural change / G.S. Maddala, In-Moo Kim. - Cambridge : Cambridge University Press, 1998. - xviii, 505 p. : ill. ; 21 cm.

Including reference, appendix and index.

9780521587822


Econometrics
Time-series analysis
Cointegration

330.015195 / MAD/U