Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2
Author: K. Patterson
Publisher: Springer
Total Pages: 586
Release: 2012-07-05
Genre: Business & Economics
ISBN: 1137003316

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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 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.


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
Unit Root Tests in Time Series Volume 2
Language: en
Pages: 550
Authors: K. Patterson
Categories: Business & Economics
Type: BOOK - Published: 2012-07-06 - Publisher: Palgrave Macmillan

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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
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 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: Key concepts and problems
Language: en
Pages:
Authors: K. D. Patterson
Categories: Econometrics
Type: BOOK - Published: 2011 - Publisher:

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