- Author
- Kerry Patterson (auth.)
- Publisher
- Palgrave Macmillan UK
- Language
- English
- Edition
- 1
- Year
- 2011
- Page
- XXXVII, 641
- ISBN
- 978-0-230-25025-3,978-0-230-29930-6
- File Type
- File Size
- 7.4 MiB
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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