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Unit Root Tests in Time Series Volume 1

2011-02-25 Business & Economics
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Release : 2011-02-25
Genre : Business & Economics
Kind : eBook
Book Rating : 30X/5 ( reviews)

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Book Synopsis Unit Root Tests in Time Series Volume 1 by : K. Patterson

Download or read book Unit Root Tests in Time Series Volume 1 written by K. Patterson. This book was released on 2011-02-25. Available in PDF, EPUB and Kindle. Book excerpt: 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

2012-07-05 Business & Economics
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Release : 2012-07-05
Genre : Business & Economics
Kind : eBook
Book Rating : 316/5 ( reviews)

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Book Synopsis Unit Root Tests in Time Series Volume 2 by : K. Patterson

Download or read book Unit Root Tests in Time Series Volume 2 written by K. Patterson. This book was released on 2012-07-05. Available in PDF, EPUB and Kindle. Book excerpt: 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

2012-07-06 Business & Economics
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Release : 2012-07-06
Genre : Business & Economics
Kind : eBook
Book Rating : 260/5 ( reviews)

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Book Synopsis Unit Root Tests in Time Series Volume 2 by : K. Patterson

Download or read book Unit Root Tests in Time Series Volume 2 written by K. Patterson. This book was released on 2012-07-06. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

2000 Business & Economics
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Release : 2000
Genre : Business & Economics
Kind : eBook
Book Rating : 882/5 ( reviews)

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Book Synopsis Nonstationary Panels, Panel Cointegration, and Dynamic Panels by : Badi H. Baltagi

Download or read book Nonstationary Panels, Panel Cointegration, and Dynamic Panels written by Badi H. Baltagi. This book was released on 2000. Available in PDF, EPUB and Kindle. Book excerpt: 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

1998 Business & Economics
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Release : 1998
Genre : Business & Economics
Kind : eBook
Book Rating : 822/5 ( reviews)

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Book Synopsis Unit Roots, Cointegration, and Structural Change by : G. S. Maddala

Download or read book Unit Roots, Cointegration, and Structural Change written by G. S. Maddala. This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

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