Unit Root Tests in Time Series Volume 1 1
bokomslag Unit Root Tests in Time Series Volume 1
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Unit Root Tests in Time Series Volume 1

K Patterson

Inbunden

1999:-

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  • 641 sidor
  • 2011
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.
  • Författare: K Patterson
  • Illustratör: 641 p XXXVII
  • Format: Inbunden
  • ISBN: 9780230250246
  • Språk: Engelska
  • Antal sidor: 641
  • Utgivningsdatum: 2011-02-25
  • Förlag: Palgrave Macmillan

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