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portada Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Type
Physical Book
Publisher
Author
Year
2011
Language
English
Pages
641
Format
Hardcover
Weight
2.54
ISBN13
9780230250246
Edition No.
2011
Categories

Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)

Kerry Patterson (Author) · Palgrave Macmillan · Hardcover

Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics) - Kerry Patterson

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Synopsis "Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics) "

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.

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