Picture 1 of 1
Phoebus J. Dhrymes Time Series, Unit Roots, and Cointegration (Hardback)
Another great item from Rarewaves USA | Free delivery!
Condition:
More than 10 available
Shipping:
Located in: 60502, United States
Delivery:
Varies
Returns:
Payments:
Shop with confidence
Seller information
- 97.7% positive feedback
Registered as a Business Seller
Seller assumes all responsibility for this listing.
eBay item number:235251392045
Item specifics
- Condition
- Book Title
- Time Series, Unit Roots, and Cointegration
- Publication Name
- Time Series, Unit Roots, and Cointegration
- Title
- Time Series, Unit Roots, and Cointegration
- Format
- Hardcover
- EAN
- 9780122146954
- ISBN
- 9780122146954
- Publisher
- Emerald Publishing The Limited
- Genre
- Business & Finance
- Release Date
- 02/12/1997
- Release Year
- 1997
- Language
- English
- Country/Region of Manufacture
- GB
- Item Height
- 0.4in
- Item Length
- 9in
- Item Width
- 6in
- Item Weight
- 29.7 Oz
- Publication Year
- 1997
- Type
- Textbook
- 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
Publication Name
Time Series, Unit Roots, and Cointegration
Format
Hardcover
Language
English
Publication Year
1997
Type
Textbook
Number of Pages
524 Pages
Dimensions
Item Length
9in
Item Height
0.4in
Item Width
6in
Item Weight
29.7 Oz
Additional Product Features
Lc Classification Number
Hb139.D488 1998
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
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
Target Audience
Scholarly & Professional
Topic
Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Economics / Macroeconomics, Probability & Statistics / Time Series, Econometrics
Lccn
97-080318
Dewey Decimal
330/.01/5195
Dewey Edition
21
Illustrated
Yes
Genre
Business & Economics, Mathematics
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:235251392045
Shipping and handling
Item does not ship to United States
Item location:
60502, United States
Ships to:
Albania, Algeria, American Samoa, Andorra, Angola, Anguilla, Antigua and Barbuda, Argentina, Armenia, Aruba, Azerbaijan Republic, Bahamas, Bahrain, Bangladesh, Belgium, Belize, Benin, Bermuda, Bolivia, Bosnia and Herzegovina, Botswana, British Virgin Islands, Bulgaria, Burkina Faso, Burundi, Cambodia, Cameroon, Cape Verde Islands, Cayman Islands, Central African Republic, Chad, Chile, China, Colombia, Comoros, Cook Islands, Costa Rica, Cyprus, Czech Republic, Côte d'Ivoire (Ivory Coast), Democratic Republic of the Congo, Denmark, Djibouti, Dominica, Dominican Republic, Ecuador, Egypt, El Salvador, Equatorial Guinea, Eritrea, Estonia, Ethiopia, Falkland Islands (Islas Malvinas), Fiji, Finland, Gabon Republic, Gambia, Georgia, Ghana, Gibraltar, Greece, Greenland, Grenada, Guam, Guatemala, Guernsey, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hong Kong, Hungary, Iceland, India, Indonesia, Iraq, Jamaica, Japan, Jersey, Jordan, Kazakhstan, Kenya, Kiribati, Kuwait, Kyrgyzstan, Latvia, Lebanon, Lesotho, Liberia, Liechtenstein, Lithuania, Luxembourg, Macau, Macedonia, Madagascar, Malawi, Malaysia, Maldives, Mali, Malta, Marshall Islands, Mauritania, Mauritius, Mayotte, Micronesia, Moldova, Monaco, Mongolia, Montenegro, Montserrat, Morocco, Mozambique, Namibia, Nauru, Nepal, Netherlands Antilles, New Zealand, Nicaragua, Niger, Nigeria, Niue, Norway, Oman, Pakistan, Palau, Panama, Papua New Guinea, Paraguay, Peru, Philippines, Poland, Portugal, Puerto Rico, Qatar, Republic of Croatia, Republic of the Congo, Romania, Rwanda, Saint Helena, Saint Kitts-Nevis, Saint Lucia, Saint Pierre and Miquelon, Saint Vincent and the Grenadines, San Marino, Saudi Arabia, Senegal, Serbia, Seychelles, Sierra Leone, Singapore, Slovakia, Slovenia, Solomon Islands, Somalia, South Africa, South Korea, Sri Lanka, Suriname, Svalbard and Jan Mayen, Swaziland, Sweden, Taiwan, Tajikistan, Tanzania, Thailand, Togo, Tonga, Trinidad and Tobago, Tunisia, Turkey, Turkmenistan, Turks and Caicos Islands, Tuvalu, Uganda, United Arab Emirates, Uruguay, Uzbekistan, Vanuatu, Vatican City State, Vietnam, Virgin Islands (U.S.), Wallis and Futuna, Western Sahara, Western Samoa, Worldwide, Zambia, Zimbabwe
Excludes:
Afghanistan, Australia, Austria, Barbados, Belarus, Bhutan, Brazil, Brunei Darussalam, France, French Guiana, French Polynesia, Germany, Guadeloupe, Ireland, Israel, Italy, Laos, Libya, Martinique, Mexico, Netherlands, New Caledonia, Reunion, Russian Federation, Spain, Switzerland, Ukraine, United Kingdom, United States, Venezuela, Yemen
| Handling time |
|---|
| Will usually ship within 7 business days of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases |
Sales tax for an item #235251392045
Sales tax for an item #235251392045
Seller collects sales tax for items shipped to the following provinces:
| Province | Sales Tax Rate |
|---|
Return policy
| After receiving the item, contact seller within |
|---|
| 30 days after the buyer receives it |
The buyer is responsible for return shipping costs.
Payment details
Payment methods
Popular categories from this store
Seller feedback (62,763)
c***i (256)- Feedback left by buyer.
Past month
Verified purchase
Fantastic seller! Great communication, fast delivery, secure packaging, item as described. Highly recommend!
r***3 (195)- Feedback left by buyer.
Past 6 months
Verified purchase
Thank you to the seller for excellent ebay retail service in each and every way. Prompt response to sale and dispatch of the item described. Package received on time which was professionally packaged. Thanks .
l***o (38)- Feedback left by buyer.
Past 6 months
Verified purchase
Item as described, shipping next day, prompt communication, well wrapped. Will do more business in futur! Merci! / Thanks.