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Time Series, Unit Roots, and Cointegration 1st edition
Phoebus J. Dhrymes
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Time Series, Unit Roots, and Cointegration 1st edition
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
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 2, 1997 |
| ISBN13 | 9780122146954 |
| Publishers | Emerald Publishing Limited |
| Pages | 524 |
| Dimensions | 152 × 229 × 35 mm · 839 g |
| Language | English |
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