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Unit Root Tests in Time Series Volume 1 : Key Concepts and Problems by Kerry Patterson (auth.) is a nonfiction available to read on EtoBox.

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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. Testing for a unit root is now an essential part of time series analysis. Indeed no time series study in economics, and other disciplines that use time series observations, can ignore the crucial issue of nonstationarity caused by a unit root. However, the literature on the topic is large and often technical, making it difficult to understand the key practical issues. This volume provides an accessible introduction and a critical overview of tests for a unit root in time series, with extensive practical examples and illustrations using simulation analysis. It presents the concepts that enable the reader to understand the theoretical background, and importance of ranA--dom walks and Brownian motion, to the development of unit root tests. The book also examines the latest developments and practical concerns in unit root testing. This book is indispensable reading for all interested in econometrics, time ser

Who reads Unit Root Tests in Time Series Volume 1 : Key Concepts and Problems?

Author

Kerry Patterson (auth.)

Publisher

Palgrave Macmillan UK Imprint: Palgrave Macmillan

Published

2011

Language

EN

ISBN

9780230299306

Category

nonfiction

Subjects

Business, Mathematics, Economics