Unit Root Tests in Time Series Volume 1
Key Concepts and Problems| By: | K. Patterson |
| Publisher: | Springer Nature |
| Print ISBN: | 9780230250246 |
| eText ISBN: | 9780230299306 |
| Edition: | 0 |
| Copyright: | 2011 |
| Format: | Page Fidelity |
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Table of Contents
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.