Unit Root Tests in Time Series Volume 2: Extensions and Developments - Palgrave Texts in Econometrics - K. Patterson - Books - Palgrave Macmillan - 9780230250260 - July 6, 2012
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Unit Root Tests in Time Series Volume 2: Extensions and Developments - Palgrave Texts in Econometrics

K. Patterson

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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.


592 pages, 86 black & white tables, 124 figures

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 6, 2012
ISBN13 9780230250260
Publishers Palgrave Macmillan
Pages 550
Dimensions 165 × 241 × 37 mm   ·   997 g
Language English  

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