Unit Root Tests in Time Series Volume 1 : Key Concepts and Problems PDF
by K. Patterson
Part of the Palgrave Texts in Econometrics series
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.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:25/02/2011
- Category:
- ISBN:9780230299306
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Palgrave Macmillan UK
- Publication Date:25/02/2011
- Category:
- ISBN:9780230299306