Analysis of Integrated and Cointegrated Time Series with R
The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. This book not only introduces the reader to this topic but enables him to conduct the various unit root tests and co-integration methods on his own by utilizing the fr...
Gorde:
| Egile nagusia: | |
|---|---|
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
New York, NY :
Springer New York
2008.
Cham : Springer Nature |
| Saila: | Use R!
|
| Gaiak: | |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | R-code for examples in the book |
| Edition sous un autre format: | • Analysis of integrated and cointegrated time series with R, Bernhard Pfaff, Second edition, 2008, [New York], Springer, 1 vol. (XX-188 p.), Use R!, 978-0-387-75966-1 • Analysis of Integrated and Cointegrated Time Series with R, Texte imprimé, 9780387567570 |
Aurkibidea:
- Theoretical Concepts
- Univariate Analysis of Stationary Time Series
- Multivariate Analysis of Stationary Time Series
- Non-stationary Time Series
- Cointegration
- Unit Root Tests
- Testing for the Order of Integration
- Further Considerations
- Cointegration
- Single-Equation Methods
- Multiple-Equation Methods.