Time Series, Unit Roots, and Cointegration - Tapa dura

Dhrymes, Phoebus; Dhrymes, Phoebus J.

 
9780122146954: Time Series, Unit Roots, and Cointegration

Sinopsis

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.

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Acerca del 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.

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