£72.13

Academic Press Time Series, Unit Roots, and Cointegration

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£72.99 £61.90 £64.32 £66.74 £69.16 £71.58 £74.00 25 January 2026 05 February 2026 16 February 2026 27 February 2026 10 March 2026

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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

Format
hardcover
Domain
Amazon UK
Release Date
02 December 1997
Listed Since
06 February 2007

Barcode

No barcode data available

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