Unit Root Tests in Time Series Extensions and Developments
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, expla
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Unit Root Tests in Time Series Volume 2
10.1057/9781137003317 - Unit Root Tests in Time Series Volume 2, Kerry Patterson
PATTERSON: “9780230_250260_01_PREXXIV” — 2012/5/23 — 10:37 — PAGE i — #1
PalgraveTexts in Econometrics General Editor: Kerry Patterson Titles include: Simon P. Burke and John Hunter MODELLING NON-STATIONARY TIME SERIES Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES
Terence C. Mills MODELLING TRENDS AND CYCLES IN ECONOMIC TIME SERIES Kerry Patterson A PRIMER FOR UNIT ROOT TESTING Kerry Patterson UNIT ROOT TESTS IN TIME SERIES VOLUME 1 Key Concepts and Problems Kerry Patterson UNIT ROOT TESTS IN TIME SERIES VOLUME 2 Extensions and Developments
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10.1057/9781137003317 - Unit Root Tests in Time Series Volume 2, Kerry Patterson
PATTERSON: “9780230_250260_01_PREXXIV” — 2012/5/23 — 10:37 — PAGE ii — #2
Copyright material from www.palgraveconnect.com - licensed to McGill University - PalgraveConnect - 2013-03-12
Lesley Godfrey BOOTSTRAP TESTS FOR REGRESSION MODELS
Unit Root Tests in Time Series Volume 2 Extensions and Developments Copyright material from www.palgraveconnect.com - licensed to McGill University - PalgraveConnect - 2013-03-12
Kerry Patterson
10.1057/9781137003317 - Unit Root Tests in Time Series Volume 2, Kerry Patterson
PATTERSON: “9780230_250260_01_PREXXIV” — 2012/5/23 — 10:37 — PAGE iii — #3
© Kerry Patterson 2012 All rights reserved. No reproduction, copy or transmission of this publication may be made without written permission. No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6–10 Kirby Street, London EC1N 8TS.
The author has asserted his right to be identified as the author of this work in accordance with the Copyright, Design
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