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Unit Root Tests in Time Series : Extensions and Developments / by Kerry Patterson

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Palgrave Texts in Econometrics | SpringerLink Bücher | Springer eBook Collection Palgrave Economics & Finance Collection | Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013Publisher: London : Palgrave Macmillan, 2012Description: Online-Ressource (XXXV, 550 p, online resource)ISBN:
  • 9781137003317
Subject(s): Additional physical formats: 9780230250277 | Erscheint auch als: Unit root tests in time series ; 2: Extensions and developments. Druck-Ausgabe 1. publ. New York, NY : Palgrave Macmillan, 2012. XXXV, 550 S. | Erscheint auch als: 9780230250277 Druck-Ausgabe | Erscheint auch als: Unit root tests in time series ; Vol. 2: Extensions and developments. Druck-Ausgabe Basingstoke [u.a.] : Palgrave Macmillan, 2012. XXXV, 550 S.DDC classification:
  • 330.1
MSC: MSC: *62-01 | 62P20 | 91B84 | 62M07 | 62M10 | 60G10RVK: RVK: QH 237LOC classification:
  • HB1-846.8
DOI: DOI: 10.1057/9781137003317Online resources: Summary: 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 analysisPPN: PPN: 1657474526Package identifier: Produktsigel: ZDB-1-PEO | ZDB-2-PEF | ZDB-2-SEB | ZDB-2-SXEF
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