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Item Details
| Title:
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UNIT ROOT TESTS IN TIME SERIES
KEY CONCEPTS AND PROBLEMS |
| By: |
Kerry Patterson |
| Format: |
Paperback |
| List price:
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£22.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0230250254 |
| ISBN 13: |
9780230250253 |
| Publisher: |
PALGRAVE MACMILLAN |
| Pub. date: |
17 December, 2010 |
| Series: |
Palgrave Texts in Econometrics S. |
| Pages: |
516 |
| 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. |
| Returns: |
Returnable |
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