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Unit Root Tests in Time Series Volume 2 : Extensions and Developments
by K. Patterson
Other Available Formats
Overview
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.
This item is Non-Returnable
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Details
- ISBN-13: 9780230250277
- ISBN-10: 0230250270
- Publisher: Palgrave MacMillan
- Publish Date: July 2012
- Dimensions: 9.21 x 6.14 x 1.19 inches
- Shipping Weight: 1.79 pounds
- Page Count: 550
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