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Time Series, Unit Roots, and Cointegration
Hardback

Time Series, Unit Roots, and Cointegration

$267.99
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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.

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MORE INFO
Format
Hardback
Publisher
Emerald Publishing Limited
Country
United Kingdom
Date
2 December 1997
Pages
524
ISBN
9780122146954

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.

Read More
Format
Hardback
Publisher
Emerald Publishing Limited
Country
United Kingdom
Date
2 December 1997
Pages
524
ISBN
9780122146954