Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 1
Author: K. Patterson
Publisher: Springer
Total Pages: 676
Release: 2011-02-25
Genre: Business & Economics
ISBN: 023029930X

Download Unit Root Tests in Time Series Volume 1 Book in PDF, Epub and Kindle

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.