Unit root tests in time series. Volume 1, Key concepts and problems [electronic resource] / Kerry Patterson.

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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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Patterson, Kerry
Other title:Key concepts and problems.
Format: Electronic eBook
Language:English
Published: New York : Palgrave Macmillan, 2011.
Series:Palgrave texts in econometrics.
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Call Number: QA280 .P38 2010eb
QA280 .P38 2010eb Available