Table of contents

  1. Front Matter
    Pages i-xxxv
  2. Kerry Patterson
    Pages 1-27
  3. Kerry Patterson
    Pages 76-153
  4. Kerry Patterson
    Pages 240-324
  5. Kerry Patterson
    Pages 325-380
  6. Kerry Patterson
    Pages 381-435
  7. Kerry Patterson
    Pages 436-496
  8. Back Matter
    Pages 528-550

About this book


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, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.


integration Parameter regression Simulation time series time series analysis

Bibliographic information

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