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cointegration books
The people at Gaus suggested these books for learning about cointegration. Does anyone have experience with either of these books?Coitegration and structural change....Maddala & KimTime series analysis....hamiltonThanks in advance.
cointegration books
I have both books. Hamiton is very broad and more like a handbook. Maddala & Kim is excellent for understanding cointegration.
Last edited by newton on March 6th, 2003, 11:00 pm, edited 1 time in total.