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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems - Palgrave Texts in Econometrics
K. Patterson
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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems - Palgrave Texts in Econometrics
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 root testing.
516 pages, 280
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 25 de fevereiro de 2011 |
| ISBN13 | 9780230250246 |
| Editoras | Palgrave Macmillan |
| Páginas | 641 |
| Dimensões | 152 × 229 × 43 mm · 1,13 kg |
| Idioma | English |
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