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About this product
- DescriptionThis 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 nstationary sequences, such as Brownian motion, stochastic integration, and central limit theorems. It explores an important topic in time-series ecometrics. It addresses the need for a high-level analysis of unit roots and cointegration. It is written by an excellent expositor.
- Author BiographyProfessor 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.
- Author(s)Phoebus J. Dhrymes
- PublisherEmerald Publishing Limited
- Date of Publication02/12/1997
- SubjectEconomics: Professional & General
- Country of PublicationUnited Kingdom
- ImprintAcademic Press Inc
- Content NoteIllustrations
- Weight961 g
- Width152 mm
- Height229 mm
- Spine35 mm
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