Unit Root Tests in Time Series
Patterson, Kerry
Unit Root Tests in Time Series : Key Concepts and Problems Kerry Patterson - New York Palgrave Macmillan 2011 - xxxvii, 641 P. Ilustrado, Gráficas 23.5 cm.
Introduction to Random Walks and Brownian Motion - An Introduction to ARMA models - Confidence Intervals in AR Models - Improving the Power of Unit Root Tests - Lag Selection and Multiples Tests - Combining Tests and Constructing Confidence Intervals - Unit Root Tests for Seasonal Data
978-0-230-25024-6
ECONOMETRICS
TIME-SERIES ANALYSIS
519.5 / P317u
Unit Root Tests in Time Series : Key Concepts and Problems Kerry Patterson - New York Palgrave Macmillan 2011 - xxxvii, 641 P. Ilustrado, Gráficas 23.5 cm.
Introduction to Random Walks and Brownian Motion - An Introduction to ARMA models - Confidence Intervals in AR Models - Improving the Power of Unit Root Tests - Lag Selection and Multiples Tests - Combining Tests and Constructing Confidence Intervals - Unit Root Tests for Seasonal Data
978-0-230-25024-6
ECONOMETRICS
TIME-SERIES ANALYSIS
519.5 / P317u