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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
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 2. decembra 1997 |
| ISBN13 | 9780122146954 |
| Založniki | Emerald Publishing Limited |
| Strani | 524 |
| Dimenzije | 152 × 229 × 35 mm · 876 g |
| Jezik | Angleščina |
![Cover for Phoebus J. Dhrymes · Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations (Hardcover Book) [1994 edition] (1994)](https://imusic.b-cdn.net/images/item/original/561/9780387941561.jpg?phoebus-j-dhrymes-1994-topics-in-advanced-econometrics-volume-ii-linear-and-nonlinear-simultaneous-equations-hardcover-book&class=scaled&v=1410035849)
![Cover for Phoebus J. Dhrymes · Topics in Advanced Econometrics: Probability Foundations (Hardcover Book) [1989 edition] (1989)](https://imusic.b-cdn.net/images/item/original/780/9780387971780.jpg?phoebus-j-dhrymes-1989-topics-in-advanced-econometrics-probability-foundations-hardcover-book&class=scaled&v=1409670479)
