Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks (Mathematical Economics Game Th) - Image 1

Price loading...

Scientific Publishing Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks (Mathematical Economics Game Th)

Name: Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks (Mathematical Economics Game Th)
Brand: Scientific Publishing

Econometrics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Volume 1 covers statistical methods related to unit roots, trend breaks and their interplay. Testing for unit roots has been a topic of wide interest and the author was at the forefront of this research. The book covers important topics such as the Phillips-Perron unit root test and theoretical analyses about their properties, how this and other tests could be improved, and ingredients needed to achieve better tests and the proposal of a new class of tests. Also included are theoretical studies related to time series models with unit roots and the effect of span versus sampling interval on the power of the tests. Moreover, this book deals with the issue of trend breaks and their effect on unit root tests. This research agenda fostered by the author showed that trend breaks and unit roots can easily be confused. Hence, the need for new testing procedures, which are covered.

Product Specifications

Brand: Scientific Publishing
Format: Hardcover
ASIN: 9813237864
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 18 April 2019
Listed Since: 08 February 2018

Barcode

No barcode data available

Scientific Publishing Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks (Mathematical Economics Game Th)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Time Series Econometrics (In 2 Volumes)

A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

Time Series, Unit Roots, and Cointegration

Scientific Publishing - Time Series Econometrics Volume 2

Analysis of Integrated and Cointegrated Time Series with R (Use R!)

Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)

Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events

Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)

Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)

Time Series and Panel Data Econometrics

Time Series Analysis

Time-Series-Based Econometrics : Unit Roots and Co-integrations: Unit Roots and Co-integrations (Advanced Texts in Econometrics)

Time Series: A First Course with Bootstrap Starter (Chapman & Hall/CRC Texts in Statistical Science)

Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)

Time Series Econometrics (Springer Texts in Business and Economics)

CRC Press Economic Time Series: Modeling and Seasonality

New Developments in Time Series Econometrics (Studies in Empirical Economics)

Introduction to Modern Time Series Analysis (Springer Texts in Business and Economics)

Spatial Econometrics: Spatial Autoregressive Models: 1 (World Scientific Series On Econometrics And Statistics)

Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Econometrics of Short and Unreliable Time Series (Studies in Empirical Economics)

Time Series Analysis and Adjustment: Measuring, Modelling and Forecasting for Business and Economics

Time Series Analysis: Nonstationary and Noninvertible Distribution Theory: 4 (Wiley Series in Probability and Statistics)

Wiley Time Series Analysis - Probability and Statistics Book