Palgrave Texts in Econometrics: Key Concepts and Problems

Patterson, K.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2011-02-25

Format: Hardcover

ISBN-13: 9780230250246

DOI: 10.1057/9780230299306

Dimensions: 229cm x152cm

Pages: 641