Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

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Éditeur :

Palgrave Macmillan


Paru le : 2011-02-25



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Description
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.
Pages
641 pages
Collection
n.c
Parution
2011-02-25
Marque
Palgrave Macmillan
EAN papier
9780230250246
EAN PDF
9780230299306

Informations sur l'ebook
Nombre pages copiables
6
Nombre pages imprimables
64
Taille du fichier
4188 Ko
Prix
94,94 €


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.

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