Time Series, Unit Roots, and Cointegration

Time Series, Unit Roots, and Cointegration

Editorial Reviews
Review
"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

Review
"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

Time Series, Unit Roots, and Cointegration

Time Series, Unit Roots, and Cointegration,Phoebus Dhrymes,Academic Press,0122146956,Business & Economics,Business / Economics / Finance,Business/Economics,Cointegration,Econometrics,Economics - Macroeconomics,Probability & Statistics - General,Science/Mathematics,Stochastic analysis,Time Series Analysis,Time-series analysis,Business & Economics / Econometrics

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