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Unit Roots Tests in Time Series. Volume 1 Key Concepts and Problems

Unit Roots Tests in Time Series. Volume 1 Key Concepts and Problems - Palgrave Texts in Econometrics

2011

Paperback (25 Feb 2011)

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Publisher's Synopsis

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.

About the Publisher

Palgrave Macmillan

From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.

Book information

ISBN: 9780230250253
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2011
DEWEY: 519.55
DEWEY edition: 23
Language: English
Number of pages: 516
Weight: 454g
Height: 234mm
Width: 156mm
Spine width: 28mm