Unit Root Tests In Time Series Volume 1 PDF Download
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Author | : K. Patterson |
Publisher | : Springer |
Total Pages | : 641 |
Release | : 2011-02-25 |
Genre | : Business & Economics |
ISBN | : 023029930X |
Download Unit Root Tests in Time Series Volume 1 Book in PDF, ePub and Kindle
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.
Author | : K. Patterson |
Publisher | : Springer |
Total Pages | : 550 |
Release | : 2012-07-05 |
Genre | : Business & Economics |
ISBN | : 1137003316 |
Download Unit Root Tests in Time Series Volume 2 Book in PDF, ePub and Kindle
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.
Author | : K. Patterson |
Publisher | : Palgrave Macmillan |
Total Pages | : 550 |
Release | : 2012-07-06 |
Genre | : Business & Economics |
ISBN | : 9780230250260 |
Download Unit Root Tests in Time Series Volume 2 Book in PDF, ePub and Kindle
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.
Author | : Badi H. Baltagi |
Publisher | : Elsevier |
Total Pages | : 351 |
Release | : 2000 |
Genre | : Business & Economics |
ISBN | : 0762306882 |
Download Nonstationary Panels, Panel Cointegration, and Dynamic Panels Book in PDF, ePub and Kindle
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.
Author | : G. S. Maddala |
Publisher | : Cambridge University Press |
Total Pages | : 528 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : 9780521587822 |
Download Unit Roots, Cointegration, and Structural Change Book in PDF, ePub and Kindle
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author | : Pierre Perron |
Publisher | : |
Total Pages | : |
Release | : 2018 |
Genre | : Econometrics |
ISBN | : 9789813237896 |
Download Time Series Econometrics Book in PDF, ePub and Kindle
Part I. Unit roots and trend breaks -- Part II. Structural change
Author | : K. D. Patterson |
Publisher | : |
Total Pages | : |
Release | : 2011 |
Genre | : Econometrics |
ISBN | : |
Download Unit Root Tests in Time Series: Key concepts and problems Book in PDF, ePub and Kindle
Author | : K. Patterson |
Publisher | : Springer |
Total Pages | : 301 |
Release | : 2010-03-31 |
Genre | : Business & Economics |
ISBN | : 0230248454 |
Download A Primer for Unit Root Testing Book in PDF, ePub and Kindle
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.
Author | : Wayne A. Fuller |
Publisher | : John Wiley & Sons |
Total Pages | : 734 |
Release | : 2009-09-25 |
Genre | : Mathematics |
ISBN | : 0470317752 |
Download Introduction to Statistical Time Series Book in PDF, ePub and Kindle
The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter. Major topics include: * Moving average and autoregressive processes * Introduction to Fourier analysis * Spectral theory and filtering * Large sample theory * Estimation of the mean and autocorrelations * Estimation of the spectrum * Parameter estimation * Regression, trend, and seasonality * Unit root and explosive time series To accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.
Author | : In Choi |
Publisher | : Cambridge University Press |
Total Pages | : 0 |
Release | : 2015-05-07 |
Genre | : Business & Economics |
ISBN | : 9781107482500 |
Download Almost All about Unit Roots Book in PDF, ePub and Kindle
Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical book on this subject. This book is rested on this motivation and introduces the literature on unit roots in a comprehensive manner to both empirical and theoretical researchers in economics and other areas. By providing a clear, complete, and critical discussion of unit root literature, In Choi covers a wide range of topics, including uniform confidence interval construction, unit root tests allowing structural breaks, mildly explosive processes, exuberance testing, fractionally integrated processes, seasonal unit roots and panel unit root testing.. Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for both students and applied workers.