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Unit Root Tests in Time Series Volume 1
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Unit Root Tests in Time Series Volume 1

Författare:
inbunden, 2011
Engelska
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.
Undertitel
Key Concepts and Problems
Författare
K. Patterson
ISBN
9780230250246
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
25.2.2011
Sidor
641