Time Series, Unit Roots, and Cointegration Book + PRICE WATCH * Amazon pricing is not included in price watch

Time Series, Unit Roots, and Cointegration Book

Time Series, Unit Roots, and Cointegration : Hardback : Emerald Publishing Limited : 9780122146954 : 0122146956 : 02 Dec 1997 : 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.Read More

from£N/A | RRP: £45.99
* Excludes Voucher Code Discount Also available Used from £N/A
  • Product 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.

    Key Features
    * Explores an important topic in time-series econometrics
    * Addresses the need for a high-level analysis of unit roots and cointegration
    * Written by an excellent expositor

  • 0122146956
  • 9780122146954
  • Phoebus Dhrymes
  • 22 January 1998
  • Academic Press
  • Hardcover (Book)
  • 524
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.