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Time Series, Unit Roots, and Cointegration Phoebus J. Dhrymes 1st edition
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Time Series, Unit Roots, and Cointegration
Phoebus J. Dhrymes
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.
524 pages, Illustrations
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 1997年12月2日 |
| ISBN13 | 9780122146954 |
| 出版社 | Emerald Publishing Limited |
| ページ数 | 524 |
| 寸法 | 152 × 229 × 35 mm · 924 g |
| 言語 | 英語 |
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