Time Series Analysis, 2nd Edition
Nonstationary and Noninvertible Distribution Theory
$381.15
- Hardcover
904 pages
- Release Date
23 March 2017
Summary
Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions
This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-…
Book Details
| ISBN-13: | 9781119132097 |
|---|---|
| ISBN-10: | 1119132096 |
| Author: | Katsuto Tanaka |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | Wiley-Interscience |
| Format: | Hardcover |
| Number of Pages: | 904 |
| Edition: | 2nd |
| Release Date: | 23 March 2017 |
| Weight: | 1.38kg |
| Dimensions: | 236mm x 163mm x 53mm |
| Series: | Wiley Series in Probability and Statistics |
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About The Author
Katsuto Tanaka
Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.
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