000 00922nam a2200205Ia 4500
999 _c1162
_d1162
005 20200403124221.0
008 160422e2011 usud 000 0 eng d
020 _a978-0-230-25024-6
040 _aB-IKIAM
041 _aeng
082 _a519.5
_bP317u
100 _aPatterson, Kerry
_91133
245 _aUnit Root Tests in Time Series
_b: Key Concepts and Problems
_cKerry Patterson
260 _aNew York
_bPalgrave Macmillan
_c2011
300 _axxxvii, 641 P.
_bIlustrado, Gráficas
_c23.5 cm.
505 _aIntroduction 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
650 0 _aECONOMETRICS
650 0 _aTIME-SERIES ANALYSIS
942 _2ddc
_aB-IKIAM
_b30-06-2016
_cBK
_zBrayan Robles