Research Catalog
Time series, unit roots, and cointegration
- Title
- Time series, unit roots, and cointegration / Phoebus Dhrymes.
- Author
- Dhrymes, Phoebus J., 1932-
- Publication
- San Diego, CA : Academic Press, [1998], ©1998.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | QA280 .D49 1998g | Off-site |
Holdings
Details
- Description
- xiv, 524 pages : illustrations; 24 cm
- Subjects
- Bibliography (note)
- Includes bibliographic references (p. 504-515) and index.
- Contents
- 1. Stochastic Sequences -- 2. Prediction and Estimation -- 3. Unit Roots: I(1) Regressors -- 4. Cointegration I -- 5. Cointegration II -- 6. Cointegration III -- 7. Brownian Motion -- 8. Stochastic Integration -- 9. Central Limit Theorems; Invariance -- Frequently Used Symbols -- Graphs of Sequences of Various Types.
- ISBN
- 0122146956
- LCCN
- 97080318
- OCLC
- ocm38198783
- Owning Institutions
- Columbia University Libraries