Unit Root Tests in Time Series Volume 2
| Author | : K. Patterson |
| Publisher | : Springer |
| Total Pages | : 586 |
| Release | : 2012-07-05 |
| ISBN-10 | : 9781137003317 |
| ISBN-13 | : 1137003316 |
| Rating | : 4/5 (17 Downloads) |
Book Synopsis Unit Root Tests in Time Series Volume 2 by : K. Patterson
Download or read book Unit Root Tests in Time Series Volume 2 written by K. Patterson and published by Springer. This book was released on 2012-07-05 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
