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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems - Palgrave Texts in Econometrics
K. Patterson
Unit Root Tests in Time Series Volume 1: Key Concepts and Problems - Palgrave Texts in Econometrics
K. Patterson
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.
516 pages, 280
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | February 25, 2011 |
ISBN13 | 9780230250246 |
Publishers | Palgrave Macmillan |
Pages | 641 |
Dimensions | 152 × 229 × 43 mm · 1.13 kg |
Language | English |