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Unit Root Tests in Time Series Volume 1|K. Patterson

Unit Root Tests in Time Series Volume 1 : Key Concepts and Problems

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9780230250246
  • ISBN-10: 0230250246
  • Publisher: Palgrave MacMillan
  • Publish Date: February 2011
  • Dimensions: 9.3 x 6.1 x 1.7 inches
  • Shipping Weight: 2.5 pounds
  • Page Count: 641

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