| Record ID | marc_loc_updates/v40.i04.records.utf8:8818529:1277 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v40.i04.records.utf8:8818529:1277?format=raw |
LEADER: 01277cam a2200229 a 4500
001 2010027477
003 DLC
005 20120117155701.0
008 100708s2011 nyua b 001 0 eng
010 $a 2010027477
020 $a9780230250246
040 $aDLC$cDLC$dDLC
050 00 $aHB139$b.P374 2011
082 00 $a519.5/5$222
100 1 $aPatterson, K. D.
245 10 $aUnit roots tests in time series volume 1 :$bkey concepts and problems /$cKerry Patterson.
260 $aNew York, NY :$bPalgrave Macmillan,$c2011.
300 $axxxvii, 641 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references (p. 619-631) and indexes.
505 0 $aIntroduction 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.
650 0 $aEconometrics.
650 0 $aTime-series analysis.