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

by 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.

Format:Hardcover

Language:English

ISBN:0230250246

ISBN13:9780230250246

Release Date:February 2011

Publisher:Palgrave MacMillan

Length:641 Pages

Weight:2.50 lbs.

Dimensions:1.7" x 6.1" x 9.3"

Related Subjects

Business Business & Investing Economics

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

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