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Time Series, Unit Roots, and Cointegration Hardcover Phoebus J. D
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“Glossy hardcovers lie flat with minimal wear, pages are clean and bright with no odors, binding is ”... Read moreabout condition
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Located in: Norwich, Connecticut, United States
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eBay item number:126291576044
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Item specifics
- Condition
- Very Good
- Seller Notes
- Book Title
- Time Series, Unit Roots, and Cointegration
- ISBN
- 9780122146954
- Publisher
- Emerald Publishing The Limited
- Item Length
- 9 in
- Publication Year
- 1997
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 0.4 in
- Genre
- Business & Economics, Mathematics
- Topic
- Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Economics / Macroeconomics, Econometrics, Probability & Statistics / Time Series
- Item Weight
- 29.7 Oz
- Item Width
- 6 in
- Number of Pages
- 524 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Emerald Publishing The Limited
ISBN-10
0122146956
ISBN-13
9780122146954
eBay Product ID (ePID)
605877
Product Key Features
Book Title
Time Series, Unit Roots, and Cointegration
Number of Pages
524 Pages
Language
English
Publication Year
1997
Topic
Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Economics / Macroeconomics, Econometrics, Probability & Statistics / Time Series
Illustrator
Yes
Genre
Business & Economics, Mathematics
Type
Textbook
Format
Hardcover
Dimensions
Item Height
0.4 in
Item Weight
29.7 Oz
Item Length
9 in
Item Width
6 in
Additional Product Features
Dewey Edition
21
Reviews
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, "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
Lccn
97-080318
Target Audience
Scholarly & Professional
Dewey Decimal
330/.01/5195
Lc Classification Number
Hb139.D488 1998
Table of Content
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.
Copyright Date
1997
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:126291576044
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Item location:
Norwich, Connecticut, United States
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