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

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Science (General)
Unit Root Tests in Time Series Volume...

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

Name: Unit Root Tests in Time Series Volume 1: Key Concepts and Problems, Volume 1
ISBN: 9780230250246

Kerry Patterson

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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.

Categories:

Science (General)

Year:

2011

Publisher:

Palgrave Macmillan

Language:

english

Pages:

681

ISBN 10:

0230250246