Palgrave Texts in Econometrics: Extensions and Developments

Patterson, K.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2012-07-06

Format: Hardcover

ISBN-13: 9780230250260

DOI: 10.1057/9781137003317

Dimensions: 229cm x152cm

Pages: 550