Download EBOOK Unit Root Tests in Time Series: Extensions and Developments Volume 2 PDF for free


Download EBOOK Unit Root Tests in Time Series: Extensions and Developments Volume 2 PDF for free Category: Business, Finance & Law
The author of the book: Kerry Patterson
Format files: PDF, EPUB, TXT, DOCX
The size of the: 360 KB
Language: English
ISBN-13: 9780230250260
Edition: Palgrave MacMillan
Date of issue: 7 August 2012

Description of the book "Unit Root Tests in Time Series: Extensions and Developments Volume 2":

Testing for a unit root is an essential part of time series analysis and an integral part of many disciplines, such as economics, statistics, climatology, hydrology and meteorology. This volume develops the analysis and concepts of unit root testing and estimation, providing an accessible and critical account of recent advances and extensions of the basic framework. It provides practical guidance through examples and simulation, combined with a firm theoiretical base from which to evaluate competing approaches. This second volume of Unit Root Tests in Time Series will benefit readers who have an understanding of the basic concepts of unit root testing, such PDF as the widely used Dickey-Fuller test, and can be read independently of volume one. It includes developments such as nonparametric approaches to unit root testing, testing for fractional integration, nonlinear models including smooth transition and discrete change models and structural breaks with known or unknown break points. Each technique is illustrated with an empirical example showing theory at work in the context of real economic issues such as the prices of assets, world oil production and measures of economic activity.

Download EBOOK Unit Root Tests in Time Series: Extensions and Developments Volume 2 PDF for free


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Kerry Patterson

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Download EBOOK Unit Root Tests in Time Series: Extensions and Developments Volume 2 PDF for free



Download EBOOK Unit Root Tests in Time Series: Extensions and Developments Volume 2 for free

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