Billede af bogens forside - Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

af K. Patterson

Bog, Hardback, Engelsk, 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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780230250246
  • Udgivet25/02/2011
  • Udgivet afPalgrave MacMillan
  • Længde641 sider
  • ForfatterK. Patterson
  • GenreBusiness og læring, Økonomi og finans