Time Series, Unit Roots, and Cointegration - Hardcover

Dhrymes, Phoebus J.

 
9780122146954: Time Series, Unit Roots, and Cointegration
Hardcover
ISBN 10: 0122146956 ISBN 13: 9780122146954
Verlag: Academic Press Inc, 1997

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Academic Press Inc
Erscheinungsdatum
1997
Sprache
Englisch
ISBN 10 
0122146956
ISBN 13 
9780122146954
Einband
Gebundene Ausgabe
Anzahl der Seiten
540
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
Niedersachsen
49078
Deutschland