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Télécharger le livre :  Unit Root Tests in Time Series Volume 2
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Unit Root Tests in Time Series Volume 2


K. Patterson


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...

Parution : 2012-07-05
Format(s) : PDF
Éditeur : Palgrave Macmillan
J'achète
94,94
Télécharger le livre :  Unit Root Tests in Time Series Volume 1
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Unit Root Tests in Time Series Volume 1


K. Patterson


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...

Parution : 2011-02-25
Format(s) : PDF
Éditeur : Palgrave Macmillan
J'achète
94,94
Télécharger le livre :  A Primer for Unit Root Testing
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A Primer for Unit Root Testing


K. Patterson


This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Parution : 2010-03-31
Format(s) : PDF
Éditeur : Palgrave Macmillan
J'achète
94,94

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