Time Series Models, Unit Roots, and Cointegration : An Introduction
| Year of publication: |
2012
|
|---|---|
| Authors: | Stevans, Lonnie K. |
| Publisher: |
[2012]: [S.l.] : SSRN |
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
| Description of contents: |
This is a concise review of time series including unit roots and cointegration analysis
|
| Extent: | 1 Online-Ressource (44 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2012 erstellt |
| Other identifiers: | 10.2139/ssrn.1767999 [DOI] |
| Classification: | A10 - General Economics. General ; A23 - Graduate |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013115187