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Univariate Tests for Time Series Models (Quantitative Applications in the Social Sciences) - Softcover
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.
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About the Authors
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 Françoise Seyte (Associate Professor) and Stéphane Mussard (Assistant Professor).
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Univariate Tests for Time Series Models
Published by
SAGE Publications, Incorporated, 1993
ISBN 10: 080394991X
ISBN 13: 9780803949911
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Univariate Tests for Time Series Models
Published by
SAGE Publications, Incorporated, 1993
ISBN 10: 080394991X
ISBN 13: 9780803949911
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