Unit Root Tests in Time Series Volume 2

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

2012nd edition

Paperback (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: 9780230250277
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2012nd edition
Language: English
Number of pages: 550
Weight: 890g
Height: 237mm
Width: 156mm
Spine width: 32mm