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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書目詳細資料
主要作者: Pfaff, Bernhard
格式: 圖書
語言:English
出版: Springer 2017
主題:
330
在線閱讀:http://repository.vnu.edu.vn/handle/VNU_123/24619
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機構: Vietnam National University, Hanoi
語言: English