Maddala, G. S.

Unit roots, cointegration, and structural change / - Cambridge [England] ; New York : Cambridge University Press, 1998. - xviii, 505 p. : ill. ; 24 cm.

0521582571 0521587824 (pbk.)


Econometrics.
Time-series analysis.
Cointegration.

330 CAM 1998 A011 Or.