Unit Root Tests in Time Series Volume 1

Zusatztext

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.

Autorenportrait

<BR>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 <EM>Journal of the Royal Statistical Society</EM>, the <EM>Review of Economics and Statistics</EM>, the <EM>Economic Journal</EM> and the <EM>International Journal of Forecasting</EM>. He is author of <EM>A Primer for Unit Root Testing </EM>and co-editor, with Terence Mills, of the <EM>Palgrave Handbook of Econometrics</EM>, both published by Palgrave.

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