ISBN:
9781137003317
Language:
English
Pages:
Online-Ressource (XXXV, 550 p, online resource)
Series Statement:
Palgrave Texts in Econometrics
Series Statement:
SpringerLink
Series Statement:
Bücher
Series Statement:
Springer eBook Collection
Series Statement:
Palgrave Economics & Finance Collection
Series Statement:
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
Parallel Title:
Erscheint auch als Patterson, Kerry D. Unit root tests in time series ; 2: Extensions and developments
Parallel Title:
Printed edition
Keywords:
Economics
;
Applied mathematics
;
Engineering mathematics
;
Probabilities
;
Statistics
;
Economic theory
;
Econometrics
;
Macroeconomics
Abstract:
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
DOI:
10.1057/9781137003317
URL:
Volltext
(Deutschlandweit zugänglich)
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