Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics) - Tapa dura

Patterson, K.

 
9780230250260: Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)

Sinopsis

This volume expands and develops the analyses and concepts put forward in Unit Root Tests in Time Series: Volume One, providing a comprehensive and clear way into the techniques of unit root testing. Patterson provides an awareness of the pitfalls and extensions to nonstandard cases, giving guidance to the practitioner and enabling the reader to understand the complex theoretical aspects of unit root tests. Crucial issues such as Nonstationarity caused by a unit root are discussed, and explanation is combined with examples, showing theory at work with real economic issues such as the prices of assets and measures of economic activity.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título

9780230250277: Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)

Edición Destacada

ISBN 10:  0230250270 ISBN 13:  9780230250277
Editorial: Palgrave Macmillan, 2012
Tapa blanda