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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Kerry Patterson
€ 126.90
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Description for Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Hardcover. 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. Series: Palgrave Texts in Econometrics. Num Pages: 678 pages, biography. BIC Classification: KCH; PBT. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 43. Weight in Grams: 1128.
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.
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.
Product Details
Format
Hardback
Publication date
2011
Publisher
Palgrave Macmillan
Condition
New
Series
Palgrave Texts in Econometrics
Number of Pages
641
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230250246
SKU
V9780230250246
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kerry Patterson
KERRY PATTERSON is Professor of Econometrics at the University of Reading. 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 author of A Primer for Unit Root ... Read more
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