cointegration

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    Maddala G Unit Roots, Cointegration, and Structural Change 1998

    Maddala G Unit Roots, Cointegration, and Structural Change 1998 | 5.12 MB 524 Pages Title: Unit Roots, Cointegration, and Structural Change Author: G. S. Maddala, In-Moo Kim Description: Time series analysis has undergone many changes during recent years with the advent of unit roots and...

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