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Unit Roots, Cointegration, and Structural Change - Maddala, G. S. a Kim, In-Moo (Sungkyunkwan University, Seoul)

Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by best-selling author G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change.

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