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Time Series, Unit Roots, and Cointegration
Time Series Unit Roots and Cointegration
Author: Phoebus Dhrymes
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 im...  more »
ISBN-13: 9780122146954
ISBN-10: 0122146956
Publication Date: 1/15/1998
Pages: 524
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Publisher: Academic Press
Book Type: Hardcover
Members Wishing: 0
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