| Unit Root Tests in Time Series Volume 1: Key Concepts and Problems 2011 Edition Contributor(s): Patterson, K. (Author) |
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ISBN: 0230250246 ISBN-13: 9780230250246 Publisher: Palgrave MacMillan OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: February 2011 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Statistics - Business & Economics | Economics - Theory |
| Dewey: 519.55 |
| LCCN: 2010027477 |
| Series: Palgrave Texts in Econometrics |
| Physical Information: 1.7" H x 6.1" W x 9.3" (2.50 lbs) 680 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |