Unit Root Tests in Time Series Volume 2
ISBN:
978-0-230-25026-0
Auflage:
2012
Verlag:
Palgrave Macmillan, Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
06.07.2012
Reihe:
Palgrave Texts in Econometrics
Format:
Hardcover
Seitenanzahl:
550
Lieferung in 3-4 Werktagen
Versandkostenfrei ab 40 Euro in Österreich
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.
Schlagwörter
Biografische Anmerkung
KERRY PATTERSON Professor of Econometrics at the University of Reading, UK. 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 co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, Volumes 1 and 2, author of Unit Root Tests in Time Series, Volume 1, and author of a Primer for Unit Root Testing.
