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Unit Root Tests in Time Series Volume 2 - Extensions and Developments (Hardcover, New) Loot Price: R2,545
Discovery Miles 25 450
Repayment Terms: R239 pm x 12*
Unit Root Tests in Time Series Volume 2 - Extensions and Developments (Hardcover, New): K. Patterson

Unit Root Tests in Time Series Volume 2 - Extensions and Developments (Hardcover, New)

K. Patterson

Series: Palgrave Texts in Econometrics

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Loot Price R2,545 Discovery Miles 25 450 | Repayment Terms: R239 pm x 12*

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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 pitfalls and nonstandard cases, using practical examples and simulation analysis.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Series: Palgrave Texts in Econometrics
Release date: July 2012
First published: August 2012
Authors: K. Patterson
Dimensions: 229 x 152 x 37mm (L x W x T)
Format: Hardcover
Pages: 550
Edition: New
ISBN-13: 978-0-230-25026-0
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-230-25026-2
Barcode: 9780230250260

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