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Unit Root Tests in Time Series
K Patterson
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Description for Unit Root Tests in Time Series
Paperback. 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. Series: Palgrave Texts in Econometrics. Num Pages: 585 pages, 12 black & white illustrations, biography. BIC Classification: KCA; KCB; KCH; PBT; PBW. Category: (G) General (US: Trade). Dimension: 235 x 155 x 32. Weight in Grams: 889.
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.
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.
Product Details
Format
Paperback
Publication date
2012
Publisher
Palgrave Macmillan United Kingdom
Number of pages
585
Condition
New
Series
Palgrave Texts in Econometrics
Number of Pages
550
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230250277
SKU
V9780230250277
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About K Patterson
KERRY PATTERSON Professor of Econometrics at the University of Reading, UK. He has established an international reputation in Econometrics and has published over 50 articles in leading journals, including the Journal of the Royal Statistical Society, the Review of Economics and Statistics, the Economic Journal and the International Journal of Forecasting. He is co-editor, with Terence Mills, of the Palgrave ... Read more
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