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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Pfaff, Bernhard (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2008.
Edición:2nd ed. 2008.
Colección:Use R!,
Temas:
Acceso en línea:Texto Completo