Unit Root Tests in Time Series Volume 1: Key Concepts and Problems

K. Patterson

ISBN 10: 0230250246 / ISBN 13: 9780230250246

Published by SPRINGER NATURE Feb 2011, 2011

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 641 pp. Englisch.

Seller Inventory # 9780230250246

Bibliographic Details

• Title: Unit Root Tests in Time Series Volume 1: Key Concepts and Problems
• Publisher: SPRINGER NATURE Feb 2011
• Publication Date: 2011
• Language: English
• ISBN 10: 0230250246
• ISBN 13: 9780230250246
• Binding: Buch
• Condition: Neu
• Dimensions: 236W x 155H x 43D millimeters 236 millimeters width by 155 millimeters height by 43 millimeters depth
• Weight: 1134 grams

About this title

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.

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.