Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Description
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.
Keywords
ECONOMETRICSTIME-SERIES ANALYSIS
2011Book
Author(s)K. D. Patterson
PublisherPalgrave Macmillan
ISBN9780230250246
LanguageEnglish
