Stock image for illustration purposes only - book cover, edition or condition may vary.
Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)
Kerry Patterson
€ 126.03
FREE Delivery in Ireland
Description for Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)
Hardcover. 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: KCH; PBT. Category: (U) Tertiary Education (US: College). Dimension: 241 x 165 x 37. Weight in Grams: 1016.
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
Hardback
Publication date
2012
Publisher
Palgrave Macmillan
Number of pages
592
Condition
New
Series
Palgrave Texts in Econometrics
Number of Pages
550
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230250260
SKU
V9780230250260
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kerry 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
Reviews for Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)