Time Series, Unit Roots and Cointegration

Dhrymes, Phoebus J.

Ouvrage indisponible

Éditeur
Academic Press Inc
Pages
524
Parution
décembre 1997
Format
Cartonné
Langue
Anglais
Dimensions
229 × 152 × 35 cm
EAN
9780122146954
  • Résumé

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.
Bio de l'auteur
Sommaire / contenu
Nous vous suggérons aussi
Why Nations Fail: The Origins of Power, Prosperity and Poverty Acemoglu, Daron Robinson, James A. CHF 17.80
Think and Grow Rich Hill, Napoleon CHF 11.00
Value Proposition Design: How to Create Products and Services Customers Want Osterwalder, Alexander Pigneur, Yves Papadakos, Patricia Bernarda, Gregory Papadakos, Trish CHF 48.50
Answer, The: Grow Any Business, Achieve Financial Freedom, and Live an Extraordinary Life Assaraf, John Smith, Lecturer in Film Studies Murray (University of Kent at Canterbury) CHF 16.20
Retour en haut de page