Unit Root Tests in Time Series Volume 2 : Extensions and Developments Hardback
by K. Patterson
Part of the Palgrave Texts in Econometrics series
Hardback
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.
Information
-
Out of stock
- Format:Hardback
- Pages:550 pages, XXXV, 550 p.
- Publisher:Palgrave Macmillan
- Publication Date:06/07/2012
- Category:
- ISBN:9780230250260
Other Formats
- Paperback / softback from £89.99
- PDF from £76.08
Information
-
Out of stock
- Format:Hardback
- Pages:550 pages, XXXV, 550 p.
- Publisher:Palgrave Macmillan
- Publication Date:06/07/2012
- Category:
- ISBN:9780230250260