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

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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.


Unit Root Tests in Time Series Volume 1
Language: en
Pages: 676
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2011-02-25 - Publisher: Springer

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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 ti
Unit Root Tests in Time Series: Key concepts and problems
Language: en
Pages:
Authors: K. D. Patterson
Categories: Econometrics
Type: BOOK - Published: 2011 - Publisher:

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Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528
Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Unit Root Tests in Time Series Volume 2
Language: en
Pages: 586
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2012-07-05 - Publisher: Springer

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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 ev
Time Series Econometrics
Language: en
Pages: 163
Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 2015-08-03 - Publisher: Springer

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This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. I