Opening book details…
Can I read Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics) on EtoBox?
Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics) by Kerry Patterson (auth.) is a business book available to read on EtoBox.
What is Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics) about?
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.
Who reads Unit Root Tests in Time Series Volume 2: Extensions and Developments (Palgrave Texts in Econometrics)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Kerry Patterson (auth.)
- Publisher
- Palgrave Macmillan UK Imprint: Palgrave Macmillan
- Published
- 2012
- Language
- EN
- ISBN
- 9781137003317
- Category
- business
- Subjects
- Business, Economics, Stocha
- Updated
- 2026-03-25
More by Kerry Patterson (auth.)
Browse all works by Kerry Patterson (auth.)
Similar books
- Unit Root Tests in Time Series Volume 1 : Key Concepts and Problems — Kerry Patterson (auth.) (2011)
- A Primer for Unit Root Testing (Palgrave Texts in Econometrics) — K. D. Kerry Patterson (2010)
- Time Series Econometrics: A Concise Introduction (Palgrave Texts in Econometrics) — Terence C. Mills (auth.) (2015)
- Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics) — Leslie Godfrey (auth.) (2009)
- Time-series-based Econometrics: Unit Roots And Co-integrations (advanced Texts In Econometrics) — Michio Hatanaka; Oxford University Press (1996)
- Modelling Trends And Cycles In Economic Time Series (palgrave Texts In Econometrics) — Terence C. Mills (2003)