Unit Root Tests in Time Series Volume 2
eBook - PDF

Unit Root Tests in Time Series Volume 2

Extensions and Developments

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Unit Root Tests in Time Series Volume 2

Extensions and Developments

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.

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Yes, you can access Unit Root Tests in Time Series Volume 2 by K. Patterson in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Cover
  2. Half-Title
  3. Title
  4. Copyright
  5. Contents
  6. Detailed Contents
  7. List of Tables
  8. List of Figures
  9. Symbols and Abbreviations
  10. Preface
  11. 1 Some Common Themes
  12. 2 Functional Form and Nonparametric Tests for a Unit Root
  13. 3 Fractional Integration
  14. 4 Semi-Parametric Estimation of the Long-memory Parameter
  15. 5 Smooth Transition Nonlinear Models
  16. 6 Threshold Autoregressions
  17. 7 Structural Breaks in AR Models
  18. 8 Structural Breaks with Unknown Break Dates
  19. 9 Conditional Heteroscedasticity and Unit Root Tests
  20. References
  21. Author Index
  22. Subject Index
  23. Blank Page
  24. Blank Page
  25. Blank Page
  26. Blank Page
  27. Blank Page