书目名称 | Unit Root Tests in Time Series Volume 2 |
副标题 | Extensions and Devel |
编辑 | Kerry Patterson |
视频video | http://file.papertrans.cn/943/942103/942103.mp4 |
丛书名称 | Palgrave Texts in Econometrics |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2012 |
关键词 | integration; Parameter; regression; Simulation; time series; time series analysis |
版次 | 1 |
doi | https://doi.org/10.1057/9781137003317 |
isbn_softcover | 978-0-230-25027-7 |
isbn_ebook | 978-1-137-00331-7Series ISSN 2662-6594 Series E-ISSN 2662-6608 |
issn_series | 2662-6594 |
copyright | Kerry Patterson 2012 |