Unit Root Tests in Time Series Volume 1
Key Concepts and Problems
Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Economics, Theory of Economics
| Author: | K. Patterson | ISBN: | 9780230299306 |
| Publisher: | Palgrave Macmillan UK | Publication: | February 25, 2011 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | K. Patterson |
| ISBN: | 9780230299306 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | February 25, 2011 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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.
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.
