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Time Series, Unit Roots and Cointegration 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Dhrymes, Phoebus J. 作者

Lightning Source Inc

译者

1997-12 出版日期

524 页数

$ 109.55 价格

HRD

丛书系列

9780122146954 图书编码

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Time Series, Unit Roots and Cointegration 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Time Series, Unit Roots and Cointegration 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Time Series, Unit Roots and Cointegration 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Time Series, Unit Roots and Cointegration 在线电子书图书描述

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. It explores an important topic in time-series econometrics. It addresses the need for a high-level analysis of unit roots and cointegration. It is written by an excellent expositor.

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