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