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A Primer for Unit Root Testing
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Pages: 301
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2010-03-31 - Publisher: Springer

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This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides
Unit Root Tests in Time Series Volume 1
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Authors: K. Patterson
Categories: Business & Economics
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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 ti
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
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Pages: 351
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In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are le
Unit Roots, Cointegration, and Structural Change
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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Modeling Financial Time Series with S-PLUS
Language: en
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Authors: Eric Zivot
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The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat