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 practical models in unit root testing.

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About the author

KERRY PATTERSON is Professor of Econometrics at the University of Reading. 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, the Economic Journal and the International Journal of Forecasting. He is author of A Primer for Unit Root Testing and co-editor, with Terence Mills, of the Palgrave Handbook of Econometrics, both published by Palgrave.

Bibliographic Information

Book Title: Unit Root Tests in Time Series Volume 1
Book Subtitle: Key Concepts and Problems
Authors: Kerry Patterson
Series Title: Palgrave Texts in Econometrics
DOI: https://doi.org/10.1057/9780230299306
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2011
Hardcover ISBN: 978-0-230-25024-6Published: 25 February 2011
eBook ISBN: 978-0-230-29930-6Published: 25 February 2011
Series ISSN: 2662-6594
Series E-ISSN: 2662-6608
Edition Number: 1
Number of Pages: XXXVII, 641
Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Statistical Theory and Methods, Econometrics, Statistics for Business, Management, Economics, Finance, Insurance, Applications of Mathematics

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Table of contents (13 chapters)

Front Matter

Back Matter

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