Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

From the reviews of the second edition:

“Researchers and postgraduate students in time series econometrics, statistics, matrix mathematics and other related areas. … provide an insightful analysis of dynamic modelling in econometrics by a self-contained and analytic setting to guide formulation and solution in closed form of vector autoregressive models with unit roots. … The presentation of the book is given in theorem-proof style with definitions, lemmas, theorems … . The book is very welcome, as it (again) proves that matrix results … are applicable and useful in dealing with real-world issues.” (Shuangzhe Liu, International Statistical Review, Vol. 78 (1), 2010)