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Item Details
Title:
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UNIT ROOT TESTS IN TIME SERIES
EXTENSIONS AND DEVELOPMENTS |
Volume: |
Volume 2 |
By: |
K Patterson |
Format: |
Paperback |
List price:
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£69.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
0230250270 |
ISBN 13: |
9780230250277 |
Publisher: |
PALGRAVE MACMILLAN |
Pub. date: |
6 July, 2012 |
Edition: |
2012 ed. |
Series: |
Palgrave Texts in Econometrics |
Pages: |
550 |
Description: |
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. |
Synopsis: |
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. |
Illustrations: |
12 black & white illustrations, biography |
Publication: |
UK |
Imprint: |
Palgrave Macmillan |
Returns: |
Returnable |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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