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Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review
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`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegrati
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This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
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In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are le
Analysis of Integrated and Cointegrated Time Series with R
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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.