Download EBOOK Unit Root Tests in Time Series: v. 1: Key Concepts and Problems PDF for free


Download EBOOK Unit Root Tests in Time Series: v. 1: Key Concepts and Problems PDF for free Category: Business, Finance & Law
The author of the book: Kerry Patterson
Format files: PDF, EPUB, TXT, DOCX
The size of the: 9.98 MB
Language: English
ISBN-13: 9780230250253
Edition: Palgrave MacMillan
Date of issue: 19 June 2012

Description of the book "Unit Root Tests in Time Series: v. 1: Key Concepts and Problems":

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 key practical issues. This volume provides an accessible introduction and a critical overview of tests for a unit root in time series, with extensive practical examples and illustrations using simulation analysis. It presents the concepts that enable the reader to understand the PDF theoretical background, and importance of ranA--dom walks and Brownian motion, to the development of unit root tests. The book also examines the latest developments and practical concerns in unit root testing. This book is indispensable reading for all interested in econometrics, time series econometrics, applied econometrics and applied statistics. It will also be of interest to other disciplines, such as geography, climate change and meteorology, which use time series data.

Download EBOOK Unit Root Tests in Time Series: v. 1: Key Concepts and Problems PDF for free


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Kerry Patterson

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Download EBOOK Unit Root Tests in Time Series: v. 1: Key Concepts and Problems PDF for free



Download EBOOK Unit Root Tests in Time Series: v. 1: Key Concepts and Problems for free

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