Error title
Some error text about your books and stuff.
Close
  • ISBN: 9780122146954
  • ISBN10: 0122146956

Time Series, Unit Roots, and Cointegration

by Phoebus Dhrymes

  • Binding: Hardcover
  • Publisher: Academic Pr
  • Publish date: 11/01/1997
new Add to Cart $117.38
FREE economy shipping!
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.
Expand description
Seller Condition Comments Price  
Ergodebooks
Location: Richmond, TX Ask seller a question
New
Buy with confidence. Excellent Customer Service & Return policy.
$57.42
please wait
Please Wait

Notify Me When Available

Enter your email address below,
and we'll contact you when your school adds course materials for
.
Enter your email address below, and we'll contact you when is back in stock (ISBN: ).