Time Series Unit Roots and Cointegration

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Time Series Unit Roots and Cointegration

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Time Series Unit Roots and Cointegration

  • Brand: Unbranded

$129.00

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+ $9.99 Shipping
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$129.00

In stock
+ $9.99 Shipping
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14-Day Returns Policy

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Description

Time Series Unit Roots and Cointegration

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. Language: English
  • Brand: Unbranded
  • Category: Education
  • Artist: Phoebus J. Dhrymes
  • Format: Hardback
  • Language: English
  • Publication Date: 1997/12/02
  • Publisher / Label: Emerald Group Publishing Limited
  • Number of Pages: 524
  • Fruugo ID: 337916187-741575657
  • ISBN: 9780122146954

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