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Time Series, Unit Roots, and Cointegration

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In Stock (1009)

£ 98.54

Description

Addresses the need for a high-level analysis of unit roots and cointegration. This work integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration.

Book Details
EAN:
9780122146954
Binding:
Hardback
Dimensions(mm):
229 x 152 x 35
Publication Date:
1997-12-02
Publication Country:
United Kingdom