Kniha Unit Root Tests in Time Series Volume 2 K. Patterson

Unit Root Tests in Time Series Volume 2

Autor: K. Patterson
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: PALGRAVE MACMILLAN
Dostupnost: Skladem u dodavatele
Odesíláme za 8-11 dnů
2 365
Testing for a Unit Root is now an essential part of time series analysis but the literature on the t...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2012
Stránek
550
EAN
9780230250277
ISBN
0230250270
Enbook ID
01324710
Vydavatel
Hmotnost
890
Rozměry
155 x 235 x 32

Kompletní popis

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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