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.
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