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  3. Unit Root Tests in Time Series Volume 2
Unit Root Tests in Time Series Volume 2 (e-bog) af Patterson, K.
Patterson, K. (forfatter)

Unit Root Tests in Time Series Volume 2 e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
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.
E-bog 875,33 DKK
Kan læses i vores apps til iPhone/iPad og Android.
Forfattere Patterson, K. (forfatter)
Forlag Palgrave Macmillan
Udgivet 5 juli 2012
Genrer Economic theory and philosophy
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781137003317

Beskrivelse

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.