Unit Root Tests in Time Series Volume 2 | Extensions and Developments

K. Patterson

ISBN 10: 0230250270 / ISBN 13: 9780230250277

Published by Palgrave Macmillan, 2012

Unit Root Tests in Time Series Volume 2 | Extensions and Developments | K. Patterson | Taschenbuch | xxxv | Englisch | 2012 | Palgrave Macmillan | EAN 9780230250277 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 110138300

Synopsis:

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

About the Author: KERRY PATTERSON Professor of Econometrics at the University of Reading, UK. 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 co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, Volumes 1 and 2, author of Unit Root Tests in Time Series, Volume 1, and author of a Primer for Unit Root Testing.

Bibliographic Details

Title: Unit Root Tests in Time Series Volume 2 | ...
Publisher: Palgrave Macmillan
Publication Date: 2012
Binding: Taschenbuch
Condition: Neu