Unit roots tests in time series
: Volume 1 key concepts and problems
La 4e de couv. indique : "Testing for a unit root is now an essential part of time series analysis. Indeed no time series study in economics, and other disciplines that use time series observations, can ignore the crucial issue of nonstationarity caused by a unit root. However, the literature o...
Description complète
Détails bibliographiques
| Auteur principal : |
Patterson Kerry
(Auteur) |
| Format : |
Livre |
| Langue : |
anglais |
| Titre complet : |
Unit roots tests in time series. Volume 1, key concepts and problems / Kerry Patterson |
| Publié : |
Basingstoke :
Palgrave Macmillan
, cop. 2011
|
| Description matérielle : |
1 vol. (XXXVII-641 p.) |
| Collection : |
Palgrave texts in econometrics
|
| Sujets : |
|
Nantilus
