Unit roots, cointegration, and structural change /

Maddala, G. S.

Unit roots, cointegration, and structural change / G. S. Maddala, In-Moo Kim. - Cambridge : Cambridge University Press, 1998. - xviii, 500 p. : ill. ; 24 cm. - Themes in modern econometrics .

Includes bibliographical references and index.

Closed.

0521582571


Econometrics.
Time-series analysis.
Contegration.