Patterson, Kerry D. <br/><br/>
Unit root tests in time series /  
Kerry Patterson. 
 - Basingstoke :   Palgrave Macmillan,   2011. 
 - 2 volumenes :   ilustraciones, gráficas, tablas ;   24 cm. 
 - Palgrave texts in econometrics .
<br/><br/>Incluye referencias bibliográficas (páginas 619-631) e índice. 
<br/><br/>v.1. 1. Introduction to Random Walks and Brownian Motion -- 2. Why Distinguish Between Trend Stationary and Difference Stationary Processes? -- 3. An Introduction to ARMA Models -- 4. Bias and Bias Reduction in AR Models -- 5. Confidence Intervals in AR models -- 6. Dickey-Fuller and Related Tests -- 7. Improving the Power of Unit Root Tests -- 8. Bootstrap Unit Root Tests -- 9. Lag Selection and Multiple Tests -- 10. Testing for Two (or More) Unit Roots -- 11. Tests with Stationarity as the Null Hypothesis -- 12. Combining Tests and Constructing Confidence Intervals -- 13. Unit Root Tests for Seasonal Data. - v.2. 1 Some Common Themes -- 2. Functional Form and Nonparametric Tests for a Unit Root -- 3. Fractional Integration -- 4. Semi-Parametric Estimation of the Long-memory Parameter -- 5. Smooth Transition Nonlinear Models -- 6. Threshold Autoregressions -- 7. Structural Breaks in AR Models -- 8. Structural Breaks with Unknown Break Dates -- 9. Conditional Heteroscedasticity and Unit Root Tests. 
<br/><br/><label>ISBN: </label>9780230250246 (v.1) 9780230250260 (v.2) 
<br/><br/><label>Dewey Class. No.: </label>330.015195  / P17u