Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics) - Hardcover

Patterson, K.

 
9780230250246: Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Hardcover
ISBN 10: 0230250246 ISBN 13: 9780230250246
Publisher: Palgrave Macmillan, 2011

Synopsis

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.

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About the Author


KERRY PATTERSON is Professor of Econometrics at the University of Reading. He has established an international reputation in econometrics and has published over 50 articles in leading journals, including the Journal of the Royal Statistical Society, the Review of Economics and Statistics, the Economic Journal and the International Journal of Forecasting. He is author of A Primer for Unit Root Testing and co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, both published by Palgrave.

"About this title" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2011
Language
English
ISBN 10 
0230250246
ISBN 13 
9780230250246
Binding
Hardcover
Number of pages
678

Other Popular Editions of the Same Title

9780230250253: Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)

Featured Edition

ISBN 10:  0230250254 ISBN 13:  9780230250253
Publisher: Palgrave Macmillan, 2011
Softcover