Unit Root Tests in Time Series: v. 1: Key Concepts and Problems

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Unit Root Tests in Time Series: v. 1: Key Concepts and Problems - Patterson, Kerry

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 ...

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Unit Root Tests in Time Series: v. 1: Key Concepts and Problems 2010, Palgrave Macmillan, Basingstoke

ISBN-13: 9780230250253

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