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Unit Root Tests in Time Series Volume 2 : Extensions and Developments, PDF eBook

Unit Root Tests in Time Series Volume 2 : Extensions and Developments PDF

Part of the Palgrave Texts in Econometrics series

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Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

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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