Verkauf durch Sack Fachmedien

Dhrymes

Time Series, Unit Roots, and Cointegration

Medium: Buch
ISBN: 978-0-12-214695-4
Verlag: Academic Press Inc
Erscheinungstermin: 01.12.1997
Lieferfrist: bis zu 10 Tage

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.

Key - Explores an important topic in time-series econometrics
- Addresses the need for a high-level analysis of unit roots and cointegration
- Written by an excellent expositor


Produkteigenschaften


  • Artikelnummer: 9780122146954
  • Medium: Buch
  • ISBN: 978-0-12-214695-4
  • Verlag: Academic Press Inc
  • Erscheinungstermin: 01.12.1997
  • Sprache(n): Englisch
  • Auflage: Erscheinungsjahr 1997
  • Produktform: Gebunden
  • Gewicht: 924 g
  • Seiten: 524
  • Format (B x H x T): 157 x 235 x 33 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Stochastic Sequences.
Prediction and Estimation.
Unit Roots; I(1) Regressors.
Cointegration I.
Cointegration II.
Cointegration III.
Brownian Motion.
Stochastic Integration.
Central Limit Theorems; Invariance.
Frequently Used Symbols.
Graphs of Sequences of Various Types.
Bibliography.
Index.