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9780230250260

Unit Root Tests in Time Series Volume 2 Extensions and Developments

by
  • ISBN13:

    9780230250260

  • ISBN10:

    0230250262

  • Format: Hardcover
  • Copyright: 2012-08-07
  • Publisher: Palgrave Macmillan
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Supplemental Materials

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Summary

This volume expands and develops the analyses and concepts put forward inUnit Root Tests in Time Series: Volume One, 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. 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.

Author Biography

KERRY PATTERSON is professor of Econometrics at the University of Reading, UK. He has established an international reputation in Econometrics and has published over 50 articles in leading journals, including the Journal of the Royal Statistical Society, the Review of Economics and Statistics, and the Economic Journal and the International Journal of Forecasting. He is co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, Volumes 1 and 2, author of Unit Root Tests in Time Series, Volume 1, and author of A Primer for Unit Root Testing.

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Supplemental Materials

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The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

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