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

by Kerry Patterson

Book Overview

This volume expands and develops the analyses and concepts put forward in Unit Root Tests in Time Series: Volume One, providing a comprehensive and clear way into the techniques of unit root testing. Patterson provides an awareness of the pitfalls and extensions to nonstandard cases, giving guidance to the practitioner and enabling the reader to understand the complex theoretical aspects of unit root tests. Crucial issues such as Nonstationarity caused...

• Format: Hardcover
• Language: English
• ISBN: 0230250262
• ISBN13: 9780230250260
• Release Date: July 2012
• Publisher: Palgrave MacMillan
• Length: 550 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.4" x 6.2" x 9.2"