Unit Root Tests in Time Series Volume 2 : Extensions and Developments, Hardback Book

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

Part of the Palgrave Texts in Econometrics series

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

  • Format: Hardback
  • Pages: 550 pages, 12 Illustrations, black and white; XXXV, 550 p. 12 illus.
  • Publisher: Palgrave Macmillan
  • Publication Date:
  • Category: Econometrics
  • ISBN: 9780230250260

£100.00

£92.65

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops