Unit Root Tests in Time Series Volume 2

Extensions and Developments

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Economics, Theory of Economics
Cover of the book Unit Root Tests in Time Series Volume 2 by K. Patterson, Palgrave Macmillan UK
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: K. Patterson ISBN: 9781137003317
Publisher: Palgrave Macmillan UK Publication: July 5, 2012
Imprint: Palgrave Macmillan Language: English
Author: K. Patterson
ISBN: 9781137003317
Publisher: Palgrave Macmillan UK
Publication: July 5, 2012
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Palgrave Macmillan UK

Cover of the book Investigative Journalism, Environmental Problems and Modernisation in China by K. Patterson
Cover of the book Brain, Mind and Internet by K. Patterson
Cover of the book The Digital Humanities and the Digital Modern by K. Patterson
Cover of the book Work and Identity by K. Patterson
Cover of the book Letters and Literacy in Hollywood Film by K. Patterson
Cover of the book Governing through Diversity by K. Patterson
Cover of the book Modern Bank Behaviour by K. Patterson
Cover of the book Secrets, Lies and Children’s Fiction by K. Patterson
Cover of the book Local Leadership in Democratic Transition by K. Patterson
Cover of the book Business Groups and Transnational Capitalism in Central America by K. Patterson
Cover of the book Writing the Ottomans by K. Patterson
Cover of the book Women of Letters, Manuscript Circulation, and Print Afterlives in the Eighteenth Century by K. Patterson
Cover of the book Creative Labour Regulation by K. Patterson
Cover of the book Creativity — A New Vocabulary by K. Patterson
Cover of the book The Palgrave International Handbook of Higher Education Policy and Governance by K. Patterson
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy