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Hardcover - 9780230250260
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Beschreibung
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.
Extensions and Developments
Extensions and Developments
Details
| Verlag | Palgrave Macmillan UK |
| Ersterscheinung | 06. Juli 2012 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 879 Gramm |
| Format | Softcover |
| ISBN-13 | 9780230250277 |
| Seiten | 550 |
Schlagwörter
Angewandte Mathematik, Applications of Mathematics, Econometrics, Macroeconomics and Monetary Economics, Makroökonomie, Probability Theory, Quantitative Economics, Statistical Theory and Methods, Stochastik, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftstheorie und -philosophie, Ökonometrie und Wirtschaftsstatistik
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