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Non-Stationary Time Series Analysis and Cointegration - Advanced Texts in Econometrics Hargreaves
Non-Stationary Time Series Analysis and Cointegration - Advanced Texts in Econometrics
Hargreaves
The econometric analysis of the long run has developed dramatically over the last 12 years. This volume describes and evaluates new methods, provides useful overviews, and shows detailed implementations helpful to practitioners.
326 pages, bibliography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1994. gada 13. oktobris |
| ISBN13 | 9780198773924 |
| Izdevēji | Oxford University Press |
| Lapas | 326 |
| Izmēri | 157 × 235 × 17 mm · 474 g |
| Valoda | Angļu |
| Redaktors | Hargreaves |
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