Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)
"An excellent text for a graduate level course in Time Series. The authors have succinctly presented the recent developments in co-integration analysis in this text. It would certainly be of great help to those who are engaged in research in this area."--Madhu Mohanty, Asst. Professor of Economics and Statistics,California State University, Los Angeles