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Unit Root Tests in Time Series Extensions and Developments

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, usi...

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Bibliographic Details
Main Author: Patterson, Kerry
Format: eBook
Language:English
Published: London Palgrave Macmillan UK 2012, 2012
Series:Palgrave Texts in Econometrics
Subjects:
Applied Mathematics
Statistical Theory And Methods
Economics
Engineering Mathematics
Probability Theory And Stochastic Processes
Macroeconomics
Applications Of Mathematics
Econometrics
Macroeconomics/monetary Economics//financial Economics
Economic Theory
Statistics
Economic Theory/quantitative Economics/mathematical Methods
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:XXXV, 550 p online resource
ISBN:9781137003317

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