An edition of Unit roots tests in time series volume 1
(2010)
Unit roots tests in time series volume 1
key concepts and problems
by K. D. Patterson
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Time-series analysis, EconometricsShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
|---|---|
1
Unit roots tests in time series volume 1: key concepts and problems
2010, Palgrave Macmillan
in English
0230250246 9780230250246
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Book Details
Table of Contents
Introduction to random walks and Brownian motion
Why distinguish between trend stationary and difference stationary processes?
An introduction to ARMA models
Bias and bias reduction in AR models
Confidence intervals in AR models
Dickey-Fuller and related tests
Improving the power of unit root tests
Bootstrap unit root tests
Lag selection and multiple tests
Testing for two (or more) unit roots
Tests with stationarity as the null hypothesis
Combining tests and constructing confidence intervals
Unit root tests for seasonal data.
Edition Notes
Includes bibliographical references and index.
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- Created November 23, 2011
- 8 revisions
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| November 13, 2020 | Edited by MARC Bot | import existing book |
| October 9, 2020 | Edited by ImportBot | import existing book |
| August 2, 2020 | Edited by ImportBot | import existing book |
| May 21, 2020 | Edited by CoverBot | Added new cover |
| November 23, 2011 | Created by LC Bot | Imported from Library of Congress MARC record |