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Time Series, Unit Roots, and Cointegration

About Time Series, Unit Roots, and Cointegration

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.

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  • Language:
  • English
  • ISBN:
  • 9780122146954
  • Binding:
  • Hardback
  • Pages:
  • 524
  • Published:
  • December 1, 1997
  • Dimensions:
  • 152x229x35 mm.
  • Weight:
  • 961 g.
Delivery: 2-3 weeks
Expected delivery: September 28, 2025

Description of Time Series, Unit Roots, and Cointegration

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.

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