Essentials of econometrics - Gujarati, Damodar N. (Boston McGraw Hill, 2006)
Selected topics in single equation regression models -- Dynamics economic models: autoregressive and distributed lag models -- The phenomenon of spurious regression: nonstationary time series -- Tests of stationarity -- Cointegrated time series -- The random walk model -- The logit model -- Summary.
International edition.
Includes bibliographical references (pages 541-544) and indexes.
Keywords: Econometrics; Economics -- Statistical methods