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
