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

Patterson, K.

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

Sinopsis

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.

"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