Unit Root Tests in Time Series Volume 1 (e-bog) af Patterson, K.
Patterson, K. (forfatter)

Unit Root Tests in Time Series Volume 1 e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.
E-bog 875,33 DKK
Forfattere Patterson, K. (forfatter)
Udgivet 25 februar 2011
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780230299306
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.