Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)
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Book Details
Author(s)K. Patterson
PublisherPalgrave Macmillan
ISBN / ASIN0230250262
ISBN-139780230250260
AvailabilityUsually ships in 24 hours
Sales Rank8,332,600
CategoryBusiness & Economics
MarketplaceUnited States 🇺🇸
Description ▲
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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