Unit Root Tests in Time Series Key Concepts and Problems
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 practic
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Unit Root Tests in Time Series Volume 1 Key Concepts and Problems K. Patterson ISBN: 9780230299306 DOI: 10.1057/9780230299306preview Palgrave Macmillan
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10.1057/9780230299306preview - Unit Root Tests in Time Series Volume 1, Kerry Patterson
Copyright material from www.palgraveconnect.com - licensed to University of Pennsylvania Library - PalgraveConnect - 2013-07-07
Copyright material from www.palgraveconnect.com - licensed to University of Pennsylvania Library - PalgraveConnect - 2013-07-07
Unit Root Tests in Time Series Volume 1
10.1057/9780230299306preview - Unit Root Tests in Time Series Volume 1, Kerry Patterson
Patterson: “PATTERSON” — 2011/1/25 — 15:09 — PAGE i — #1
Palgrave Texts in Econometrics General Editor: Kerry Patterson
Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES Lesley Godfrey BOOTSTRAP TESTS FOR REGRESSION MODELS 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
Palgrave Texts in Econometrics Series Standing Order ISBN 978–1–4039–0172–9 (hardback) 978–1–4039-0173–6 (paperback) (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBNs quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England
10.1057/9780230299306preview - Unit Root Tests in Time Series Volume 1, Kerry Patterson
Patterson: “PATTERSON” — 2011/1/25 — 15:09 — PAGE ii — #2
Copyright material from www.palgraveconnect.com - licensed to University of Pennsylvania Library - PalgraveConnect - 2013-07-07
Titles include: Simon P. Burke and John Hunter MODELLING NON-STATIONARY TIME SERIES
Unit Root Tests in Time Series Volume 1 Kerry Patterson
10.1057/9780230299306preview - Unit Root Tests in Time Series Volume 1, Kerry Patterson
Patterson: “PATTERSON” — 2011/1/25 — 15:09 — PAGE iii — #3
Copyright material from www.palgraveconnect.com - licensed to University of Pennsylvania Library - PalgraveConnect - 2013-07-07
Key Concepts and Problems
c Kerry Patterson 2011 All rights reserved. No reproduction, copy or transmission of this publication may be made without written permission.
Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages
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