Unit Root Tests in Time Series. Volume 2 Extensions and Developments

Unit Root Tests in Time Series. Volume 2 Extensions and Developments - Palgrave Texts in Econometrics

2012

Hardback (06 Jul 2012)

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Publisher's Synopsis

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.

Book information

ISBN: 9780230250260
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2012
DEWEY: 330.015195
DEWEY edition: 23
Language: English
Number of pages: 512
Weight: 1016g
Height: 241mm
Width: 165mm
Spine width: 37mm