Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 1
Author: K. Patterson
Publisher: Springer
Total Pages: 676
Release: 2011-02-25
Genre: Business & Economics
ISBN: 023029930X


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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 root testing.


Unit Root Tests in Time Series Volume 1
Language: en
Pages: 676
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2011-02-25 - Publisher: Springer

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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 ti
Unit Root Tests in Time Series Volume 2
Language: en
Pages: 586
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2012-07-05 - Publisher: Springer

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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 ev
Unit Root Tests in Time Series Volume 2
Language: en
Pages: 550
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2012-07-06 - Publisher: Palgrave Macmillan

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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 ev
Analysis of Integrated and Cointegrated Time Series with R
Language: en
Pages: 193
Authors: Bernhard Pfaff
Categories: Business & Economics
Type: BOOK - Published: 2008-09-03 - Publisher: Springer Science & Business Media

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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Language: en
Pages: 351
Authors: Badi H. Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher: Elsevier

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In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are le