Verwandte Artikel zu Unit Root Tests in Time Series Volume 2: Extensions...

Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics) - Hardcover

Buch 2 von 8: Palgrave Texts in Econometrics

Patterson, K.

 
9780230250260: Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)
Hardcover
ISBN 10: 0230250262 ISBN 13: 9780230250260
Verlag: Palgrave Macmillan, 2012

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Palgrave Macmillan
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
0230250262
ISBN 13 
9780230250260
Einband
Gebundene Ausgabe
Anzahl der Seiten
585
Kontakt zum Hersteller
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Deutschland