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Unit Root Tests in Time Series Volume 2 - K. Patterson - Bog

- Extensions and Developments

Bag om Unit Root Tests in Time Series Volume 2

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780230250260
  • Indbinding:
  • Hardback
  • Sideantal:
  • 550
  • Udgivet:
  • 6. juli 2012
  • Størrelse:
  • 165x241x37 mm.
  • Vægt:
  • 1016 g.
  • 8-11 hverdage.
  • 9. december 2024
På lager

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Unit Root Tests in Time Series Volume 2

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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