Time Series, Unit Roots, and Cointegration Hardcover Phoebus J. D

Description: This book addresses the need for a high-level analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration. The book also includes topics that are important for understanding recent developments in the estimation and testing of cointegrated nonstationary sequences, such as Brownian motion, stochastic integration, and central limit theorems. It explores an important topic in time-series econometrics. It addresses the need for a high-level analysis of unit roots and cointegration. It is written by an excellent expositor.

Price: 101 USD

Location: Norwich, Connecticut

End Time: 2024-11-20T16:57:05.000Z

Shipping Cost: 6.13 USD

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Book Title: Time Series, Unit Roots, and Cointegration Hardcover Phoebus J. D

Item Length: 9in

Item Height: 0.4in

Item Width: 6in

Author: Phoebus J. Dhrymes

Publication Name: Time Series, Unit Roots, and Cointegration

Format: Hardcover

Language: English

Publisher: Emerald Publishing The Limited

Publication Year: 1997

Type: Textbook

Item Weight: 29.7 Oz

Number of Pages: 524 Pages