Time series analysis nonstationary and noninvertible distribution theory
This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three...
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| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Hoboken, NJ, USA
Wiley
2017
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| Editie: | Second edition. |
| Reeks: | Wiley series in probability and statistics
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| Onderwerpen: |