Ebook: Unit Root Tests in Time Series: Key Concepts and Problems
Author: Kerry Patterson (auth.)
- Tags: Economic Theory/Quantitative Economics/Mathematical Methods, Statistical Theory and Methods, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Applications of Mathematics
- Series: Palgrave Texts in Econometrics
- Year: 2011
- Publisher: Palgrave Macmillan UK
- Edition: 1
- Language: English
- pdf
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.
Download the book Unit Root Tests in Time Series: Key Concepts and Problems for free or read online
Continue reading on any device:
Last viewed books
Related books
{related-news}
Comments (0)