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Unit Root Tests in Time Series Volume 2

Language EnglishEnglish
Book Paperback
Book Unit Root Tests in Time Series Volume 2 K. Patterson
Libristo code: 01324710
Publishers PALGRAVE MACMILLAN, July 2012
Testing for a Unit Root is now an essential part of time series analysis but the literature on the t... Full description
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Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

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About the book

Full name Unit Root Tests in Time Series Volume 2
Author K. Patterson
Language English
Binding Book - Paperback
Date of issue 2012
Number of pages 550
EAN 9780230250277
ISBN 0230250270
Libristo code 01324710
Publishers PALGRAVE MACMILLAN
Weight 890
Dimensions 155 x 235 x 32

Categories

Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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