Unit roots, cointegration, and structural change
By: G.S. Maddala, In-Moo Kim.
Contributors: Kim, In-Moo.
Series: Themes in modern econometrics
Publisher: Cambridge University Press
Published: 1998
Place of publication: Cambridge [England]; New York
Language: eng
Number of pages: 505
Subjects: Econometrics.; Time-series analysis.; Cointegration.
Notes: Includes bibliographical references and indexes.