Unit Root Tests in Time Series Key Concepts and Problems
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
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| Format: | eBook |
| Language: | English |
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London
Palgrave Macmillan UK
2011, 2011
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| Series: | Palgrave Texts in Econometrics
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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 |
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| Physical Description: | XXXVII, 641 p online resource |
| ISBN: | 9780230299306 |