Unit Root Tests in Time Series Volume 2: Extensions and Developments

K. Patterson,Patterson, Richard Glenn Glenn Kevin Kevin Richard Richard James Glen Richard Richard Richard Harry Harry Harry Harry Harry G Glenn Richard Kevin Kevin Glenn,Professor Kerry Patterson,K Patterson

Unit Root Tests in Time Series Volume 2: Extensions and Developments
Format
Paperback
Publisher
Palgrave Macmillan
Country
United Kingdom
Published
6 July 2012
Pages
550
ISBN
9780230250277

Unit Root Tests in Time Series Volume 2: Extensions and Developments

K. Patterson,Patterson, Richard Glenn Glenn Kevin Kevin Richard Richard James Glen Richard Richard Richard Harry Harry Harry Harry Harry G Glenn Richard Kevin Kevin Glenn,Professor Kerry Patterson,K Patterson

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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.

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