Computer-Aided Econometrics (Paperback) (ISBN-13: 9780367578497)

This book demonstrates the challenges of modern econometric practice and the role that computer software and hardware play in this field. It examines the properties of some tests for various types of non-stationarity that can arise with time-series data that are recorded semiannually.

Author: David E. a. Giles
ISBN-10: 0367578492
ISBN-13: 9780367578497
Publisher: CRC Press
Language: English
Published: 06/30/2020
Pages: 520
Format: Paperback
Weight: 1.45lbs
Size: 8.90h x 5.90w x 1.20d