時系列の計量経済学（第１巻）単位根と屈折トレンド
Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks
Perron, Pierre (EDT)
- 出版社：World Scientific
- 出版年月：2019年 02月
- ISBN：9789813237865
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：764 p.
- 分類： 数理・計量経済
- DDC分類：330
- 内容紹介：
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The book covers important topics such as the Phillips-Perron unit root test and theoretical analyses about their properties, how this and other tests could be improved, and ingredients needed to achieve betters tests and the proposal of a new class of tests.