Time Series, Unit Roots, And Cointegration

by Phoebus J. Dhrymes
language: english
Publisher: Emerald Publishing Limited, December of 1997 ‧
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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.

Time Series, Unit Roots, And Cointegration

by Phoebus J. Dhrymes

Property Description
ISBN: 9780122146954
Publisher: Emerald Publishing Limited
Release Date: December of 1997
Language: English
Cover: Hardcover
Pages: 524
Format: Book
Collection: Pet Love S.
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9780122146954

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