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Unit Root Tests in Time Series Volume 2: Extensions and Developments

Unit Root Tests in Time Series Volume 2: Extensions and Developments

Hardcover

Series: Palgrave Texts in Econometrics

EconomicsGeneral MathematicsProbability & Statistics

ISBN10: 0230250262
ISBN13: 9780230250260
Publisher: Palgrave Macmillan
Published: Jul 6 2012
Pages: 550
Weight: 2.20
Height: 1.40 Width: 6.20 Depth: 9.20
Language: English
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.

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