Time Series, Unit Roots, and Cointegration - Couverture rigide

Dhrymes, Phoebus J.

Couverture rigide

ISBN 10 : 0122146956 ISBN 13 : 9780122146954

Editeur : Academic Press Inc, 1997

Synopsis

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. It explores an important topic in time-series econometrics. It addresses the need for a high-level analysis of unit roots and cointegration. It is written by an excellent expositor.

A propos du livre

À propos de l?auteur

Professor Dhrymes is a Professor of Economics at Columbia University and a Fellow in the Econometric Society and the American Statistical Association. He is a recipient of Guggenheim, Ford Foundation, and NSF fellowships, and publishes widely on subjects in econometrics.

Détails de l'édition

• Éditeur: Academic Press Inc
• Date d'édition: 1997
• Langue: anglais
• ISBN 10: 0122146956
• ISBN 13: 9780122146954
• Reliure: Relié
• Nombre de pages: 524
• Coordonnées du fabricant: non disponible
• Personne responsable: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Allemagne