Unit Root Tests in Time Series Volume 2

Extensions and Developments

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Economics, Theory of Economics
Cover of the book Unit Root Tests in Time Series Volume 2 by K. Patterson, Palgrave Macmillan UK
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Author: K. Patterson ISBN: 9781137003317
Publisher: Palgrave Macmillan UK Publication: July 5, 2012
Imprint: Palgrave Macmillan Language: English
Author: K. Patterson
ISBN: 9781137003317
Publisher: Palgrave Macmillan UK
Publication: July 5, 2012
Imprint: Palgrave Macmillan
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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