Time Series, Unit Roots, and Cointegration
Author: Phoebus Dhrymes
List Price: $60.95
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ISBN: 0122146956
Publisher: Academic Press (15 January, 1998)
Sales Rank: 300,676
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 4 out of 5
No Compromise Time Series Book
When I was reading this book, it was still a LaTex draft... This book is very hard in the sense that it requires a fairly good knowledge of measure theory. Certainly not for undergraduates or even graduate students not doing econometrics as a "field". Excellent discussion of cointegration. Similar Products
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