Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Economics, Theory of Economics
Cover of the book Unit Root Tests in Time Series Volume 1 by K. Patterson, Palgrave Macmillan UK
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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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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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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