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Unit Root Tests in Time Series Volume 2
K. Patterson
其他書名
Extensions and Developments
出版Palgrave Macmillan UK, 2012-07-06
主題Business & Economics / EconometricsMathematics / Probability & Statistics / GeneralBusiness & Economics / Economics / MacroeconomicsBusiness & Economics / Money & Monetary PolicyMathematics / AppliedBusiness & Economics / Economics / TheoryBusiness & Economics / Economics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN02302502629780230250260
URLhttp://books.google.com.hk/books?id=evc5zwEACAAJ&hl=&source=gbs_api
註釋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.