Time Series, Unit Roots and Cointegration 2025 pdf epub mobi 電子書 下載

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Time Series, Unit Roots and Cointegration pdf epub mobi 圖書描述

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.

Time Series, Unit Roots and Cointegration 2025 pdf epub mobi 電子書 下載

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發表於2025-01-25

Time Series, Unit Roots and Cointegration 2025 pdf epub mobi 電子書 下載

Time Series, Unit Roots and Cointegration 2025 pdf epub mobi 電子書 下載

Time Series, Unit Roots and Cointegration 2025 pdf epub mobi 電子書 下載

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