Read Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) by G. S. Maddala Online
Unit Roots, Cointegration, and Structural Change (Themes in Modern Econometrics) S.. This textbook by G. Maddala and In-Moo Kim is based on a successful lecture program and provides a comprehensive review of these topics as well as structural change.Time series analysis has under