Unit Root Tests in Time Series Volume 1 (Hardcover)
Language: English
Published by Palgrave Macmillan, Basingstoke, 2011
- Hardcover
- New
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Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Seller Inventory # 9780230250246
- Title
- Unit Root Tests in Time Series Volume 1 (Hardcover)
- Author
- K. Patterson
- Publisher
- Palgrave Macmillan, Basingstoke
- Publication year
- 2011
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0230250246
- ISBN 13
- 9780230250246
- Series
- Book 1 of 8: Palgrave Texts in Econometrics
"Synopsis" may belong to another edition of this title.
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 the title" may belong to another edition of this title.
Grand Eagle Retail
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