Phoebus J. Dhrymes

Gebundenes Buch

Time Series, Unit Roots, and Cointegration

Beschreibung

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.

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.

Produktdetails

• Verlag: Academic Press Inc
• Seitenzahl: 540
• Erscheinungstermin: 1. Dezember 1997
• Englisch
• Abmessung: 235mm x 157mm x 33mm
• Gewicht: 924g
• ISBN-13: 9780122146954
• ISBN-10: 0122146956
• Artikelnr.: 21654177