Unit Root Tests in Time Series Key Concepts and Problems
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
Main Author: | |
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Format: | eBook |
Language: | English |
Published: |
London
Palgrave Macmillan UK
2011, 2011
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Series: | Palgrave Texts in Econometrics
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Summary: | 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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Physical Description: | XXXVII, 641 p online resource |
ISBN: | 9780230299306 |