Unit Root Tests In Time Series Volume 1
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Unit Root Tests In Time Series Volume 1
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Author : K. Patterson
language : en
Publisher: Springer
Release Date : 2011-02-25
Unit Root Tests In Time Series Volume 1 written by K. Patterson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-25 with Business & Economics categories.
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
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Author : K. Patterson
language : en
Publisher: Springer
Release Date : 2012-07-05
Unit Root Tests In Time Series Volume 2 written by K. Patterson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-05 with Business & Economics categories.
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
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Author : K. Patterson
language : en
Publisher: Palgrave Macmillan
Release Date : 2012-07-06
Unit Root Tests In Time Series Volume 2 written by K. Patterson and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-06 with Business & Economics categories.
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.
A Primer For Unit Root Testing
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Author : K. Patterson
language : en
Publisher: Springer
Release Date : 2010-03-31
A Primer For Unit Root Testing written by K. Patterson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-31 with Business & Economics categories.
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.
Unit Root Tests In Time Series Key Concepts And Problems
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Author : K. D. Patterson
language : en
Publisher:
Release Date : 2011
Unit Root Tests In Time Series Key Concepts And Problems written by K. D. Patterson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Econometrics categories.
Analysis Of Integrated And Cointegrated Time Series With R
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Author : Bernhard Pfaff
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-03
Analysis Of Integrated And Cointegrated Time Series With R written by Bernhard Pfaff and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-03 with Business & Economics categories.
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
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Author : Badi H. Baltagi
language : en
Publisher: Elsevier
Release Date : 2000
Nonstationary Panels Panel Cointegration And Dynamic Panels written by Badi H. Baltagi and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
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
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Author : G. S. Maddala
language : en
Publisher: Cambridge University Press
Release Date : 1998
Unit Roots Cointegration And Structural Change written by G. S. Maddala and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Modeling Financial Time Series With S Plus
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Author : Eric Zivot
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Modeling Financial Time Series With S Plus written by Eric Zivot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Business & Economics categories.
The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Time Series Econometrics
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Author : Pierre Perron
language : en
Publisher:
Release Date : 2018
Time Series Econometrics written by Pierre Perron and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Econometrics categories.
Part I. Unit roots and trend breaks -- Part II. Structural change