Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)

Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.

Business & Money

Patterson, K.

Economics

PALGRAVE~MACMILLAN

Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

See the best price to sell, buy, or rent books by Patterson, K.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Patterson, K.

See the best price to sell, buy, or rent books by Patterson, K.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)

Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)

Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)

A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

A Primer for Unit Root Testing (Palgrave Texts in Econometrics)