Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Book Details
Author(s)
K. Patterson
Publisher
Palgrave Macmillan
ISBN / ASIN
0230250246
ISBN-13
9780230250246
Availability
Usually ships in 24 hours
Sales Rank
#4,919,084
Marketplace
United States 🇺🇸
Ratings & Reviews
No reviews yet — be the first!
No reviews yet.
Description
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.
