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Unit Root Tests in Time Series Volume 2: Extensions and Developments


<p>This volume expands and develops the analyses and concepts put forward in <b>Unit Root Tests in Time Series: Volume One</b>, providing a comprehensive and clear way into the techniques of unit root testing. Patterson provides an awareness of the pitfalls and extensions to nonstandard cases, giving guidance to the practitioner and enabling the reader to understand the complex theoretical aspects of unit root tests.</p> <p>Crucial issues such as Nonstationarity caused by a unit root are discussed, and explanation is combined with examples, showing theory at work with real economic issues such as the prices of assets and measures of economic activity.</p>

Author(s): Kerry Patterson  

ISBN 10: 0230250262
ISBN 13: 9780230250260
Pages: 592
Format: Hardcover
Publication: 8/7/2012
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Other books by Kerry Patterson

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