Analysis of Integrated and Cointegrated Time Series with R

• المؤلف الرئيسي: Pfaff, Bernhard
• التنسيق: كتاب
• اللغة: English
• منشور في: Springer 2017
• الموضوعات: Time-series analysis; Statistics; 330
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/24619
• المؤسسة: Vietnam National University, Hanoi

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...