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Univariate Tests for Time Series Models (Quantitative Applications in the Social Sciences): 99

Univariate Tests for Time Series Models (Quantitative Applications in the Social Sciences): 99

by Michel Terraza (Author), Michel Terraza (Author), Jeff Cromwell (Author), Walter Labys (Author)

  • New

    Illustrated 1994

    $41.18
Synopsis

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.

$41.18

Quantity

10 in stock

More Information

Format: Illustrated
 Pages: 104
 Edition: 1
 Publisher: Sage Publications, Incorporated
Published: 01 Jan 1994
ISBN 10: 080394991X
ISBN 13: 9780803949911

Author Bio
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 Francoise Seyte (Associate Professor) and Stephane Mussard (Assistant Professor).