skip to content
Covid-19 virus
COVID-19 Resources

Reliable information about the coronavirus (COVID-19) is available from the World Health Organization (current situation, international travel). Numerous and frequently-updated resource results are available from this WorldCat.org search. OCLC’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus issues in their communities.

Image provided by: CDC/ Alissa Eckert, MS; Dan Higgins, MAM
Unit Root Tests in Time Series Key Concepts and Problems Preview this item
ClosePreview this item
Checking...

Unit Root Tests in Time Series Key Concepts and Problems

Author: Kerry Patterson
Publisher: London Palgrave Macmillan UK Imprint: Palgrave Macmillan 2011
Series: Palgrave Texts in Econometrics
Edition/Format:   Computer file : EnglishView all editions and formats
Summary:
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
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Printed edition
Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Kerry Patterson
ISBN: 9780230299306 023029930X
OCLC Number: 1075596880
Description: 1 Online-Ressource (XXXVII, 641 Seiten)
Series Title: Palgrave Texts in Econometrics
Responsibility: by Kerry Patterson.

Abstract:

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

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


\n\n

Primary Entity<\/h3>\n
<http:\/\/www.worldcat.org\/oclc\/1075596880<\/a>> # Unit Root Tests in Time Series Key Concepts and Problems<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:ComputerFile<\/a>, schema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"1075596880<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/enk<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/applied_mathematics<\/a>> ; # Applied mathematics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/economic_theory_quantitative_economics_mathematical_methods<\/a>> ; # Economic Theory\/Quantitative Economics\/Mathematical Methods<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/economic_theory<\/a>> ; # Economic theory<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/engineering_mathematics<\/a>> ; # Engineering mathematics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/applications_of_mathematics<\/a>> ; # Applications of Mathematics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/statistics_for_business_economics_mathematical_finance_insurance<\/a>> ; # Statistics for Business\/Economics\/Mathematical Finance\/Insurance<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/economics<\/a>> ; # Economics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/statistics<\/a>> ; # Statistics<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/statistical_theory_and_methods<\/a>> ; # Statistical Theory and Methods<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/330.1\/e23\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/econometrics<\/a>> ; # Econometrics<\/span>\n\u00A0\u00A0\u00A0\nschema:author<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Person\/patterson_kerry<\/a>> ; # Kerry Patterson<\/span>\n\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"2011<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"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<\/span>\" ;\u00A0\u00A0\u00A0\nschema:exampleOfWork<\/a> <http:\/\/worldcat.org\/entity\/work\/id\/4924501231<\/a>> ;\u00A0\u00A0\u00A0\nschema:inLanguage<\/a> \"en<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isPartOf<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Series\/palgrave_texts_in_econometrics<\/a>> ; # Palgrave Texts in Econometrics<\/span>\n\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/worldcat.org\/entity\/work\/data\/4924501231#CreativeWork\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Unit Root Tests in Time Series Key Concepts and Problems<\/span>\" ;\u00A0\u00A0\u00A0\nschema:productID<\/a> \"1075596880<\/span>\" ;\u00A0\u00A0\u00A0\nschema:publication<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/1075596880#PublicationEvent\/2011<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <https:\/\/doi.org\/10.1057\/9780230299306<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/dx.doi.org\/10.1057\/9780230299306<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9780230299306<\/a>> ;\u00A0\u00A0\u00A0\nwdrs:describedby<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/1075596880<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

Related Entities<\/h3>\n
<http:\/\/dewey.info\/class\/330.1\/e23\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/dx.doi.org\/10.1057\/9780230299306<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:IndividualProduct<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Person\/patterson_kerry<\/a>> # Kerry Patterson<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Patterson<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Kerry<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Kerry Patterson<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Series\/palgrave_texts_in_econometrics<\/a>> # Palgrave Texts in Econometrics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:PublicationSeries<\/a> ;\u00A0\u00A0\u00A0\nschema:hasPart<\/a> <http:\/\/www.worldcat.org\/oclc\/1075596880<\/a>> ; # Unit Root Tests in Time Series Key Concepts and Problems<\/span>\n\u00A0\u00A0\u00A0\nschema:name<\/a> \"Palgrave Texts in Econometrics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/applications_of_mathematics<\/a>> # Applications of Mathematics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Applications of Mathematics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/applied_mathematics<\/a>> # Applied mathematics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Applied mathematics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/econometrics<\/a>> # Econometrics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Econometrics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/economic_theory<\/a>> # Economic theory<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Economic theory<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/economic_theory_quantitative_economics_mathematical_methods<\/a>> # Economic Theory\/Quantitative Economics\/Mathematical Methods<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Economic Theory\/Quantitative Economics\/Mathematical Methods<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/economics<\/a>> # Economics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Economics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/engineering_mathematics<\/a>> # Engineering mathematics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Engineering mathematics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/statistical_theory_and_methods<\/a>> # Statistical Theory and Methods<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Statistical Theory and Methods<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/statistics<\/a>> # Statistics<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Statistics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/4924501231#Topic\/statistics_for_business_economics_mathematical_finance_insurance<\/a>> # Statistics for Business\/Economics\/Mathematical Finance\/Insurance<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Statistics for Business\/Economics\/Mathematical Finance\/Insurance<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/vocabulary\/countries\/enk<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\ndcterms:identifier<\/a> \"enk<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/entity\/work\/data\/4924501231#CreativeWork\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Printed edition<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/www.worldcat.org\/oclc\/1075596880<\/a>> ; # Unit Root Tests in Time Series Key Concepts and Problems<\/span>\n\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9780230299306<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"023029930X<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9780230299306<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/title\/-\/oclc\/1075596880<\/a>>\u00A0\u00A0\u00A0\u00A0a \ngenont:InformationResource<\/a>, genont:ContentTypeGenericResource<\/a> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/www.worldcat.org\/oclc\/1075596880<\/a>> ; # Unit Root Tests in Time Series Key Concepts and Problems<\/span>\n\u00A0\u00A0\u00A0\nschema:dateModified<\/a> \"2019-07-01<\/span>\" ;\u00A0\u00A0\u00A0\nvoid:inDataset<\/a> <http:\/\/purl.oclc.org\/dataset\/WorldCat<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n