Title: Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (Palgrave Texts in Econometrics)
Publisher: Palgrave Macmillan
Publication Date: 2011
Language: English
ISBN 10: 0230250246
ISBN 13: 9780230250246
Binding: Hardcover
Condition: New

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.

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