Unit Root Tests in Time Series Volume 2 - Extensions and Developments

von: K. Patterson

Palgrave Macmillan, 2012

ISBN: 9781137003317 , 550 Seiten

Format: PDF

Kopierschutz: Wasserzeichen

Windows PC,Mac OSX geeignet für alle DRM-fähigen eReader Apple iPad, Android Tablet PC's

Preis: 96,29 EUR

Mehr zum Inhalt

Unit Root Tests in Time Series Volume 2 - Extensions and Developments


 

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.