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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Bibliografski detalji
Glavni autor: Tanaka, Katsuto (Autor)
Format: Knjiga
Jezik:English
Izdano: Hoboken, NJ, USA Wiley 2017
Izdanje:Second edition.
Serija:Wiley series in probability and statistics
Teme: