Titlebook: Unit Root Tests in Time Series Volume 1; Key Concepts and Pro Kerry Patterson Book 2011 Palgrave Macmillan, a division of Macmillan Publish

Anecdote

工作

Palgrave Texts in Econometricshttp://image.papertrans.cn/u/image/942104.jpg

下垂

Book 2011Testing 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 practical models in unit root testing.

Hyperalgesia

generic

Confess

Discrete

Bootstrap Unit Root Tests,to Hansen (1999), was outlined as a means of constructing a confidence interval in a situation where the underlying quantiles are not constant. This chapter picks up the bootstrap theme as it applies specifically to unit root testing.

TEN

Intact

CODA