Unit Root Tests in Time Series Volume 1

Name: Unit Root Tests in Time Series Volume 1
Brand: PALGRAVE MACMILLAN
SKU: 9780230250246
Price: 115.7 EUR
Availability: InStock

Key Concepts and Problems

Автор: Kerry Patterson

Език:

Корици: С твърди корици

Издател: PALGRAVE MACMILLAN

Наличност: Външен склад в ограничено количество

Изпращаме след 13-18 дни

115.70 € 226.30 лв

Testing for a unit root is now an essential part of time series analysis. Indeed no time series stud...

Информация за книгата

Автор

Kerry Patterson

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2011

страници

641

EAN

9780230250246

ISBN

0230250246

Enbook ID

04553113

Издател

PALGRAVE MACMILLAN

Теглоt

1128

Размери

152 x 229 x 43

Пълно описание

Testing for a unit root is now an essential part of time series analysis. Indeed no time series study in economics, and other disciplines that use time series observations, can ignore the crucial issue of nonstationarity caused by a unit root. However, the literature on the topic is large and often technical, making it difficult to understand the key practical issues. This volume provides an accessible introduction and a critical overview of tests for a unit root in time series, with extensive practical examples and illustrations using simulation analysis. It presents the concepts that enable the reader to understand the theoretical background, and importance of ranA--dom walks and Brownian motion, to the development of unit root tests. The book also examines the latest developments and practical concerns in unit root testing. This book is indispensable reading for all interested in econometrics, time series econometrics, applied econometrics and applied statistics. It will also be of interest to other disciplines, such as geography, climate change and meteorology, which use time series of data.

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Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също