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Patterson, Kerry

Unit Root Tests in Time Series

Patterson, Kerry - Unit Root Tests in Time Series, ebook

76,05€

Ebook, PDF with Adobe DRM
ISBN: 9781137003317
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Table of contents

1. Some Common Themes
Kerry Patterson

2. Functional Form and Nonparametric Tests for a Unit Root
Kerry Patterson

3. Fractional Integration
Kerry Patterson

4. Semi-Parametric Estimation of the Long-memory Parameter
Kerry Patterson

5. Smooth Transition Nonlinear Models
Kerry Patterson

6. Threshold Autoregressions
Kerry Patterson

7. Structural Breaks in AR Models
Kerry Patterson

8. Structural Breaks with Unknown Break Dates
Kerry Patterson

9. Conditional Heteroscedasticity and Unit Root Tests
Kerry Patterson

Keywords: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Statistical Theory and Methods, Macroeconomics/Monetary Economics//Financial Economics, Econometrics, Probability Theory and Stochastic Processes, Applications of Mathematics

Author(s)
Publisher
Springer
Publication year
2012
Language
en
Edition
1
Series
Palgrave Texts in Econometrics
Page amount
585 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137003317
Printed ISBN
978-0-230-25027-7

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