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
Forlag
Palgrave Macmillan
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.