Unit root tests in time series. Volume 1. Key concepts and problems

DOI10.1057/9780230299306zbMath1341.62019OpenAlexW2495663413MaRDI QIDQ300677

Kerry D. Patterson

Publication date: 28 June 2016

Published in: Palgrave Texts in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/9780230299306

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Non-Markovian processes: hypothesis testing (62M07)

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