Time Series, Unit Roots, and Cointegration - Image 1

£72.13

Academic Press Time Series, Unit Roots, and Cointegration

Name: Time Series, Unit Roots, and Cointegration
Brand: Academic Press
Price: 72.13 GBP
Availability: InStock

Econometrics

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Description

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.

Product Specifications

Brand: Academic Press
Format: hardcover
ASIN: 0122146956
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 02 December 1997
Listed Since: 06 February 2007

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Academic Press Time Series, Unit Roots, and Cointegration

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