Unit Root Tests in Time Series : Key Concepts and Problems /

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.

Bibliographic Details

Main Author:	Patterson, Kerry (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011.
Series:	Palgrave texts in econometrics.
Subjects:	Economics. Applications of Mathematics. Econometrics. Economic Theory/Quantitative Economics/Mathematical Methods. Statistical Theory and Methods. Statistics for Business/Economics/Mathematical Finance/Insurance. Applied mathematics. Engineering mathematics. Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book