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Time Series, Unit Roots, and Cointegration Phoebus J. Dhrymes 1st edition
Time Series, Unit Roots, and Cointegration
Phoebus J. Dhrymes
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.
524 pages, Illustrations
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 2 de dezembro de 1997 |
| ISBN13 | 9780122146954 |
| Editoras | Emerald Publishing Limited |
| Páginas | 524 |
| Dimensões | 152 × 229 × 35 mm · 924 g |
| Idioma | Inglês |