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A Primer for Unit Root Testing (Palgrave Texts in Econometrics) - Hardcover

Patterson, K.

 
9781403902047: A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

Synopsis

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

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About the Author

KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.

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