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Nonstationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics) '94
Hargreaves, Colin P.
編
発行年月 |
1994年12月 |
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出版国 |
イギリス |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
hardcover |
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ページ数／巻数 |
328 p., 45 figs. |
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ジャンル |
洋書 |
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ISBN |
9780198773917 |
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商品コード |
0209432353 |
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本の性格 |
学術書 |
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書評掲載誌 |
Journal of Economic Literature |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0209432353 |
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著者紹介
Hargreaves, Colin P.（編者）：Australian National University
内容
Major developments in the analysis of non-stationary time series andcointegration are described in this study. Other topics covered includean overview of the different estimators of cointegrating relationships,and a new test of cointegration.
