Unit Root Tests in Time Series Volume 2
Extensions and Developments
Format:Hardback
Publisher:Palgrave Macmillan
Published:6th Jul '12
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9780230250260
Dimensions: unknown
Weight: 994g
550 pages