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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems

Unit Root Tests in Time Series Volume 1: Key Concepts and Problems

Hardcover

Series: Palgrave Texts in Econometrics

Business GeneralEconomics

ISBN10: 0230250246
ISBN13: 9780230250246
Publisher: Springer Nature
Published: Feb 25 2011
Pages: 641
Weight: 2.50
Height: 1.70 Width: 6.10 Depth: 9.30
Language: English
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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