Time Series, Unit Roots, and Cointegration
Academic Press
ISBN13:
9780122146954
$144.29
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Academic Press
Time Series, Unit Roots, and Cointegration
Addresses the need for a high-level analysis of unit roots and cointegration. This work integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration.
- | Author: Phoebus J. Dhrymes
- | Publisher: Academic Press
- | Publication Date: Dec 02, 1997
- | Number of Pages: 524 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 0122146956
- | ISBN-13: 9780122146954
- Author:
- Phoebus J. Dhrymes
- Publisher:
- Academic Press
- Publication Date:
- Dec 02, 1997
- Number of pages:
- 524 pages
- Binding:
- Hardback or Cased Book
- ISBN-10:
- 0122146956
- ISBN-13:
- 9780122146954
