Unit Root Tests In Time Series Volume 2
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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.
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 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.
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 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.
Handbook Of Research Methods And Applications In Empirical Macroeconomics
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Author : Nigar Hashimzade
language : en
Publisher: Edward Elgar Publishing
Release Date : 2013-01-01
Handbook Of Research Methods And Applications In Empirical Macroeconomics written by Nigar Hashimzade and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Business & Economics categories.
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
Unit Root Tests And Structural Breaks
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Author : Paramsothy Silvapulle
language : en
Publisher:
Release Date : 1995
Unit Root Tests And Structural Breaks written by Paramsothy Silvapulle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Monte Carlo method categories.
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
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.