| Unit Root Tests in Time Series Volume 2: Extensions and Developments 2012 Edition Contributor(s): Patterson, K. (Author) |
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ISBN: 0230250270 ISBN-13: 9780230250277 Publisher: Palgrave MacMillan OUR PRICE: $104.49 Product Type: Paperback - Other Formats Published: July 2012 |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Mathematics | Probability & Statistics - General - Business & Economics | Econometrics |
| Dewey: 519.55 |
| Series: Palgrave Texts in Econometrics |
| Physical Information: 1.19" H x 6.14" W x 9.21" (1.79 lbs) 550 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |