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

Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics) image
ISBN-10:

0230250254

ISBN-13:

9780230250253

Author(s): Kerry Patterson
Edition: 2011
Released: Jan 01, 2012
Format: Paperback, 641 pages
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Description:

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.

























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