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.

Recensione

"Dhrymes' new book deals exclusively and rigorously with an extremely important topic in time-series econometrics. Dhrymes is terribly good at proving theorems; this unified and careful treatment will be useful for teachers, students, and practitioners of advanced econometrics. It will serve as supplementary reading in time-series courses, as a text for a very advanced special topics course, and as a standard reference in the field. If you want to cite a theorem and its proof, here it is."
--MARC NERLOVE, Department of Agricultural and Resource Economics, University of Maryland, College Park

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Descrizione libreria

We carry a comprehensive range of out of print and rare books.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

Kennys Bookshops and Art Galleries Limited
Liosban Industrial Estate, Tuam Road, Galway, GY, Ireland

Condizioni di vendita e spedizione

Condizioni di vendita

We guarantee the condition of every book as it's described on the Abebooks websites.

If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date.

For any queries please use the contact seller link or send an email to books@kennys.ie

Conor Kenny

Diritto di recesso

Condizioni di spedizione

All books securely packaged. Some books ship from Ireland.

Tariffe di spedizione nazionale per U.S.A.

Tariffe di spedizione nazionale per U.S.A.
Quantit� dell?ordine	Da 14 a 20 giorni lavorativi	Da 13 a 14 giorni lavorativi
Primo articolo	EUR 9.05	EUR 18.09

I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.