Unit Root Tests in Time Series Volume 1
| Author | : K. Patterson |
| Publisher | : Springer |
| Total Pages | : 676 |
| Release | : 2011-02-25 |
| ISBN-10 | : 9780230299306 |
| ISBN-13 | : 023029930X |
| Rating | : 4/5 (30X Downloads) |
Book Synopsis Unit Root Tests in Time Series Volume 1 by : K. Patterson
Download or read book Unit Root Tests in Time Series Volume 1 written by K. Patterson and published by Springer. This book was released on 2011-02-25 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.