Téléchargez le livre :  Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2

Extensions and Developments

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Éditeur :

Palgrave Macmillan


Paru le : 2012-07-05



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Description
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.
Pages
550 pages
Collection
n.c
Parution
2012-07-05
Marque
Palgrave Macmillan
EAN papier
9780230250277
EAN PDF
9781137003317

Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
55
Taille du fichier
3973 Ko
Prix
94,94 €

KERRY PATTERSON Professor of Econometrics at the University of Reading, UK. He has established an international reputation in Econometrics and has published over 50 articles in leading journals, including the Journal of the Royal Statistical Society, the Review of Economics and Statistics, the Economic Journal and the International Journal of Forecasting. He is co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, Volumes 1 and 2, author of Unit Root Tests in Time Series, Volume 1, and author of a Primer for Unit Root Testing.

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