Bøker av Phoebus J. Dhrymes

The book also covers pseudo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients and random forcing functions, matrix differentiation, and permutation matrices.

Addresses the need for a high-level analysis of unit roots and cointegration. This work integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration.