Patterson, Kerry <br/><br/>
Unit Root Tests in Time Series   : Key Concepts and Problems  
Kerry Patterson 
 - New York   Palgrave Macmillan  2011 
 - xxxvii, 641 P.   Ilustrado, Gráficas  23.5 cm. 
<br/><br/>Introduction to Random Walks and Brownian Motion - An Introduction to ARMA models - Confidence Intervals in AR Models - Improving the Power of Unit Root Tests - Lag Selection and Multiples Tests - Combining Tests and Constructing Confidence Intervals - Unit Root Tests for Seasonal Data 
<br/><br/><label>ISBN: </label>978-0-230-25024-6 
<br/><br/><label>Subjects--Topical Terms: </label><br/>ECONOMETRICS <br/>TIME-SERIES ANALYSIS
<br/><br/><label>Dewey Class. No.: </label>519.5  / P317u