Unit Root Tests in Time Series Volume 1: Key Concepts and Problems

by Kerry Patterson

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0230250246
• ISBN13: 9780230250246
• Release Date: February 2011
• Publisher: Palgrave MacMillan
• Length: 641 Pages
• Weight: 2.50 lbs.
• Dimensions: 1.7" x 6.1" x 9.3"