A primer for unit root testing
Kerry Patterson
| Year of publication: |
2010
|
|---|---|
| Authors: | Patterson, Kerry D. |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Einheitswurzeltest | Unit root test | Statistischer Test | Stationärer Prozess | Irrfahrtsproblem | Brownsche Bewegung | Ökonometrisches Modell | Zeitreihenanalyse |
| Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XXIV, 277 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. 262 - 269 |
| ISBN: | 978-1-4039-0204-7 ; 978-1-4039-0205-4 ; 1-4039-0204-6 ; 1-4039-0205-4 |
| Classification: | Wahrscheinlichkeitsrechnung ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001756477