Time Series, Unit Roots, and Cointegration - Phoebus J. Dhrymes - Books - Emerald Publishing Limited - 9780122146954 - December 2, 1997
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Phoebus J. Dhrymes
Time Series, Unit Roots, and Cointegration 1st edition

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 2, 1997
ISBN13 9780122146954
Publishers Emerald Publishing Limited
Pages 524
Dimensions 152 × 229 × 35 mm   ·   839 g
Language English  

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