Unit Root Tests in Time Series Volume 2

Name: Unit Root Tests in Time Series Volume 2
Brand: PALGRAVE MACMILLAN
SKU: 9780230250260
Price: 40620 HUF
Availability: InStock

Extensions and Developments

Szerző: Kerry Patterson

Nyelv:

Kötés: Kemény kötésű

Kiadó: PALGRAVE MACMILLAN

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

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Testing for a unit root is an essential part of time series analysis and an integral part of many di...

Információk a könyvről

Szerző

Kerry Patterson

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2012

oldal

550

EAN

9780230250260

ISBN

0230250262

Enbook ID

04553114

Kiadó

PALGRAVE MACMILLAN

Súly

1016

Méretek

165 x 241 x 37

Teljes leírás

Testing for a unit root is an essential part of time series analysis and an integral part of many disciplines, such as economics, statistics, climatology, hydrology and meteorology. This volume develops the analysis and concepts of unit root testing and estimation, providing an accessible and critical account of recent advances and extensions of the basic framework. It provides practical guidance through examples and simulation, combined with a firm theoiretical base from which to evaluate competing approaches. This second volume of Unit Root Tests in Time Series will benefit readers who have an understanding of the basic concepts of unit root testing, such as the widely used Dickey-Fuller test, and can be read independently of volume one. It includes developments such as nonparametric approaches to unit root testing, testing for fractional integration, nonlinear models including smooth transition and discrete change models and structural breaks with known or unknown break points. Each technique is illustrated with an empirical example showing theory at work in the context of real economic issues such as the prices of assets, world oil production and measures of economic activity.

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Unit Root Tests in Time Series Volume 2

Extensions and Developments

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták