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

Livre 2 sur 8: Palgrave Texts in Econometrics

Patterson, K.

 
9780230250277: Unit Root Tests in Time Series Volume 2: Extensions and Developments
Couverture souple
ISBN 10 : 0230250270 ISBN 13 : 9780230250277
Editeur : Palgrave Macmillan, 2012

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

KERRY PATTERSON Professor of Econometrics at the University of Reading, UK. He has established an international reputation in Econometrics and has published over 50 articles in leading journals, including the Journal of the Royal Statistical Society, the Review of Economics and Statistics, the Economic Journal and the International Journal of Forecasting. He is co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, Volumes 1 and 2, author of Unit Root Tests in Time Series, Volume 1, and author of a Primer for Unit Root Testing.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Palgrave Macmillan
Date d'édition
2012
Langue
anglais
ISBN 10 
0230250270
ISBN 13 
9780230250277
Reliure
Broché
Nombre de pages
585
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