Unit Root Tests in Time Series Volume 2: Extensions and Developments

by Kerry Patterson

No Customer Reviews

Select Format

Select Condition

Book 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.

Format:Paperback

Language:English

ISBN:0230250270

ISBN13:9780230250277

Release Date:July 2012

Publisher:Palgrave MacMillan

Length:550 Pages

Weight:1.79 lbs.

Dimensions:1.2" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2025 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ^® and the ThriftBooks ^® logo are registered trademarks of Thrift Books Global, LLC

Unit Root Tests in Time Series Volume 2: Extensions and Developments

Select Format

Select Condition

Recommended

Book Overview

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us