Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2

K. Patterson

Format: Print Book

ISBN: 9780230250277

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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.

Publication Year: 2012
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 890






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