Unit Root Tests in Time Series : Key Concepts and Problems

by Kerry Patterson

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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Year of publication:	2011
Authors:	Patterson, Kerry
Publisher:	London : Palgrave Macmillan
Subject:	Einheitswurzeltest \| Unit root test \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

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Extent:	Online-Ressource (XXXVII, 641 p, online resource)
Series:	Palgrave Texts in Econometrics SpringerLink / Bücher Springer eBook Collection / Palgrave Economics & Finance Collection Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-230-29930-6 ; 978-0-230-25025-3
Other identifiers:	10.1057/9780230299306 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012053904