| 書目名稱 | Unit Root Tests in Time Series Volume 2 |
| 副標題 | Extensions and Devel |
| 編輯 | Kerry Patterson |
| 視頻video | http://file.papertrans.cn/943/942103/942103.mp4 |
| 叢書名稱 | Palgrave Texts in Econometrics |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2012 |
| 關鍵詞 | integration; Parameter; regression; Simulation; time series; time series analysis |
| 版次 | 1 |
| doi | https://doi.org/10.1057/9781137003317 |
| isbn_softcover | 978-0-230-25027-7 |
| isbn_ebook | 978-1-137-00331-7Series ISSN 2662-6594 Series E-ISSN 2662-6608 |
| issn_series | 2662-6594 |
| copyright | Kerry Patterson 2012 |