Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Author(s)
Patterson, K.
Patterson, K.
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.
| Name in long format: | Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics) |
|---|---|
| ISBN-10: | 0230250246 |
| ISBN-13: | 9780230250246 |
| Book pages: | 678 |
| Book language: | en |
| Edition: | 2011 |
| Binding: | Hardcover |
| Publisher: | Palgrave Macmillan |
| Dimensions: | Height: 1.7 Inches, Length: 9.3 Inches, Weight: 2.48681431536 Pounds, Width: 6.1 Inches |
