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Unit Root Tests in Time Series Volume 2: Extensions and Developments - Palgrave Texts in Econometrics K. Patterson
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Unit Root Tests in Time Series Volume 2: Extensions and Developments - Palgrave Texts in Econometrics
K. Patterson
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.
592 pages, 86 black & white tables, 124 figures
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2012年7月6日 |
| ISBN13 | 9780230250260 |
| 出版社 | Palgrave Macmillan |
| ページ数 | 550 |
| 寸法 | 165 × 241 × 37 mm · 997 g |
| 言語 | 英語 |
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