Multiple local Whittle estimation in stationary systems :: P. M. Robinson :: STICERD 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Multiple local Whittle estimation in stationary systems
Author P. M. Robinson
Contributor Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher STICERD
Publication date 2007
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 7 Jan, 2008).
"October 2007."

Topics

Time-series analysis :: Mathematical models
Cointegration
Estimation theory :: Asymptotic theory

Catalogue Data

OBNB ID GBA803604
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.55

ISBD

P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Multiple local Whittle estimation in stationary systems by P. M. Robinson. Published by STICERD in 2007. Publication and catalogue information, links to buy online and reader comments.