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Unit Root Tests In Time Series Volume 1 eBook

Key Concepts And Problems

by K. Patterson
language: english
Publisher: Palgrave Macmillan UK, February of 2011 ‧
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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

Key Concepts And Problems

by K. Patterson

Property Description
ISBN: 9780230299306
Publisher: Palgrave Macmillan UK
Release Date: February of 2011
Language: English
Format: eBook
Collection: Palgrave Texts In Econometrics
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9780230299306

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