skip to content
Unit root tests in time series. Volume 1, Key concepts and problems Preview this item
ClosePreview this item
Checking...

Unit root tests in time series. Volume 1, Key concepts and problems

Author: Kerry Patterson
Publisher: New York : Palgrave Macmillan, 2011.
Series: Palgrave texts in econometrics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:

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  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Patterson, Kerry.
Unit root tests in time series volume 1.
[S.l.] : Palgrave, 2010
(OCoLC)670184432
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Kerry Patterson
ISBN: 9780230299306 023029930X
OCLC Number: 714144586
Description: 1 online resource (641 pages).
Contents: Preface Introduction to Random Walks and Brownian Motion Why Distinguish Between Trend Stationary and Difference Stationary Processes? An Introduction to ARMA Models Bias and Bias Reduction in AR Models Confidence Intervals in AR Models Dickey-Fuller and Related Tests Improving the Power of Unit Root Tests Bootstrap Unit Root Tests Lag Selection and Multiple Tests Testing for Two (or More) Unit Roots Tests with Stationarity As the Null Hypothesis Combining Tests and Constructing Confidence Intervals Unit Root Tests for Seasonal Data Appendix 1: Random Variables Appendix 2: The Lag Operator and Lag Polynomials References Author Index Subject Index
Series Title: Palgrave texts in econometrics.
Other Titles: Key concepts and problems
Responsibility: Kerry Patterson.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/714144586> # Unit root tests in time series. Volume 1, Key concepts and problems
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
   library:oclcnum "714144586" ;
   library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/3466324838#Topic/mathematics_probability_&_statistics_time_series> ; # MATHEMATICS--Probability & Statistics--Time Series
   schema:about <http://dewey.info/class/519.55/e22/> ;
   schema:about <http://id.worldcat.org/fast/1151190> ; # Time-series analysis
   schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
   schema:alternateName "Key concepts and problems" ;
   schema:bookFormat schema:EBook ;
   schema:creator <http://viaf.org/viaf/88059338> ; # Kerry Patterson
   schema:datePublished "2011" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/3466324838> ;
   schema:genre "Electronic books"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/3466324838#Series/palgrave_texts_in_econometrics> ; # Palgrave texts in econometrics.
   schema:isSimilarTo <http://www.worldcat.org/oclc/670184432> ;
   schema:name "Unit root tests in time series. Volume 1, Key concepts and problems"@en ;
   schema:productID "714144586" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/714144586#PublicationEvent/new_york_palgrave_macmillan_2011> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/3466324838#Agent/palgrave_macmillan> ; # Palgrave Macmillan
   schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=678788> ;
   schema:url <http://dx.doi.org/10.1057/9780230299306> ;
   schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=362806> ;
   schema:url <http://www.palgraveconnect.com/doifinder/10.1057/9780230299306> ;
   schema:workExample <http://worldcat.org/isbn/9780230299306> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/714144586> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
   schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/3466324838#Agent/palgrave_macmillan> # Palgrave Macmillan
    a bgn:Agent ;
   schema:name "Palgrave Macmillan" ;
    .

<http://experiment.worldcat.org/entity/work/data/3466324838#Series/palgrave_texts_in_econometrics> # Palgrave texts in econometrics.
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/714144586> ; # Unit root tests in time series. Volume 1, Key concepts and problems
   schema:name "Palgrave texts in econometrics." ;
   schema:name "Palgrave Texts in Econometrics" ;
    .

<http://experiment.worldcat.org/entity/work/data/3466324838#Topic/mathematics_probability_&_statistics_time_series> # MATHEMATICS--Probability & Statistics--Time Series
    a schema:Intangible ;
   schema:name "MATHEMATICS--Probability & Statistics--Time Series"@en ;
    .

<http://id.worldcat.org/fast/1151190> # Time-series analysis
    a schema:Intangible ;
   schema:name "Time-series analysis"@en ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
   schema:name "Econometrics"@en ;
    .

<http://viaf.org/viaf/88059338> # Kerry Patterson
    a schema:Person ;
   schema:familyName "Patterson" ;
   schema:givenName "Kerry" ;
   schema:name "Kerry Patterson" ;
    .

<http://worldcat.org/isbn/9780230299306>
    a schema:ProductModel ;
   schema:isbn "023029930X" ;
   schema:isbn "9780230299306" ;
    .

<http://www.worldcat.org/oclc/670184432>
    a schema:CreativeWork ;
   rdfs:label "Unit root tests in time series volume 1." ;
   schema:description "Print version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/714144586> ; # Unit root tests in time series. Volume 1, Key concepts and problems
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.