Unit Root Tests in Time Series Volume 1
Title | Unit Root Tests in Time Series Volume 1 PDF eBook |
Author | K. Patterson |
Publisher | Springer |
Pages | 676 |
Release | 2011-02-25 |
Genre | Business & Economics |
ISBN | 023029930X |
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.
Unit Root Tests in Time Series Volume 2
Title | Unit Root Tests in Time Series Volume 2 PDF eBook |
Author | K. Patterson |
Publisher | Springer |
Pages | 586 |
Release | 2012-07-05 |
Genre | Business & Economics |
ISBN | 1137003316 |
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.
Unit Root Tests in Time Series Volume 2
Title | Unit Root Tests in Time Series Volume 2 PDF eBook |
Author | K. Patterson |
Publisher | Palgrave Macmillan |
Pages | 550 |
Release | 2012-07-06 |
Genre | Business & Economics |
ISBN | 9780230250260 |
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.
Analysis of Integrated and Cointegrated Time Series with R
Title | Analysis of Integrated and Cointegrated Time Series with R PDF eBook |
Author | Bernhard Pfaff |
Publisher | Springer Science & Business Media |
Pages | 193 |
Release | 2008-09-03 |
Genre | Business & Economics |
ISBN | 0387759670 |
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Title | Nonstationary Panels, Panel Cointegration, and Dynamic Panels PDF eBook |
Author | Badi H. Baltagi |
Publisher | Elsevier |
Pages | 351 |
Release | 2000 |
Genre | Business & Economics |
ISBN | 0762306882 |
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
Unit Roots, Cointegration, and Structural Change
Title | Unit Roots, Cointegration, and Structural Change PDF eBook |
Author | G. S. Maddala |
Publisher | Cambridge University Press |
Pages | 528 |
Release | 1998 |
Genre | Business & Economics |
ISBN | 9780521587822 |
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
A Primer for Unit Root Testing
Title | A Primer for Unit Root Testing PDF eBook |
Author | K. Patterson |
Publisher | Springer |
Pages | 301 |
Release | 2010-03-31 |
Genre | Business & Economics |
ISBN | 0230248454 |
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.