Univariate Tests for Time Series Models

Terraza, Michel, Cromwell, Jeffrey B., Labys, Walter C.

ISBN 10: 080394991X / ISBN 13: 9780803949911

Editore: SAGE Publications, Incorporated, 1993

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Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Codice articolo GRP96828211

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Titolo: Univariate Tests for Time Series Models

Casa editrice: SAGE Publications, Incorporated

Data di pubblicazione: 1993

Legatura: Brossura

Condizione: Good

Edizione: 1st Edition.

Descrizione articolo

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.

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).