Palgrave Texts in Econometrics

Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

Authors: Patterson, K.

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eBook $149.00
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  • ISBN 978-0-230-29930-6
  • Digitally watermarked, no DRM
  • Included format: PDF
  • eBooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $190.00
price for USA
  • ISBN 978-0-230-25024-6
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About this book

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.

Table of contents (13 chapters)

  • Introduction to Random Walks and Brownian Motion

    Patterson, Kerry

    Pages 1-37

  • Why Distinguish Between Trend Stationary and Difference Stationary Processes?

    Patterson, Kerry

    Pages 38-67

  • An Introduction to ARMA Models

    Patterson, Kerry

    Pages 68-122

  • Bias and Bias Reduction in AR Models

    Patterson, Kerry

    Pages 123-157

  • Confidence Intervals in AR models

    Patterson, Kerry

    Pages 158-188

Buy this book

eBook $149.00
price for USA
  • ISBN 978-0-230-29930-6
  • Digitally watermarked, no DRM
  • Included format: PDF
  • eBooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $190.00
price for USA
  • ISBN 978-0-230-25024-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Unit Root Tests in Time Series Volume 1
Book Subtitle
Key Concepts and Problems
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2011
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-29930-6
DOI
10.1057/9780230299306
Hardcover ISBN
978-0-230-25024-6
Edition Number
1
Number of Pages
XXXVII, 641
Topics