Univariate Tests for Time Series Models - Brossura

Jeff Cromwell; Walter Labys; Michel Terraza

Brossura

ISBN 10: 080394991X ISBN 13: 9780803949911

Casa editrice: SAGE Publications, Inc, 1994

Riassunto

Taking a sequential approach to time-series model building, this easy-to-use and widely applicable book explores how to test for stationarity, normality, independence, linearity, model order, and properties of the residual process. The authors clearly define each testing procedure and offer examples to illustrate each concept. They also offer sound advice on how to perform the tests using different software packages.

Su questo libro

Informazioni sugli autori

Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.  

Michel Terraza is a science Professor of economics at Montpellier I University. He applied this decomposed measure when studying the wages inequalities in the Languedoc-Roussillon region (see the bibliography). He did it in collaboration with Françoise Seyte (Associate Professor) and Stéphane Mussard (Assistant Professor).

Dettagli dell'edizione

• Editore: SAGE Publications, Inc
• Data di pubblicazione: 1994
• Lingua: Inglese
• ISBN 10: 080394991X
• ISBN 13: 9780803949911
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 104
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile