Utvidet returrett til 31. januar 2025

Unit Root Tests in Time Series Volume 2

- Extensions and Developments

Om Unit Root Tests in Time Series Volume 2

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9780230250260
  • Bindende:
  • Hardback
  • Sider:
  • 550
  • Utgitt:
  • 6. juli 2012
  • Dimensjoner:
  • 165x241x37 mm.
  • Vekt:
  • 1016 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 19. desember 2024

Beskrivelse av Unit Root Tests in Time Series Volume 2

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.

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