Télécharger le livre :  Unit Root Tests in Time Series Volume 2
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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...

Editeur : Palgrave Macmillan
Parution : 2012-07-05
Collection : Palgrave Texts in Econometrics
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Télécharger le livre :  Unit Root Tests in Time Series Volume 1
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Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit...

Editeur : Palgrave Macmillan
Parution : 2011-02-25

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Télécharger le livre :  A Primer for Unit Root Testing
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This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Editeur : Palgrave Macmillan
Parution : 2010-03-31
Collection : Palgrave Texts in Econometrics
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94,94