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Item Details
| Title:
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UNIT ROOT TESTS IN TIME SERIES
EXTENSIONS AND DEVELOPMENTS |
| Volume: |
Volume 2 |
| By: |
Kerry Patterson |
| Format: |
Hardback |
| List price:
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£119.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0230250262 |
| ISBN 13: |
9780230250260 |
| Publisher: |
PALGRAVE MACMILLAN |
| Pub. date: |
6 July, 2012 |
| Series: |
Palgrave Texts in Econometrics |
| Pages: |
550 |
| 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. |
| 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. |
| Illustrations: |
12 black & white illustrations, biography |
| Publication: |
UK |
| Imprint: |
Palgrave Macmillan |
| Returns: |
Returnable |
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