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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A Primer for Unit Root Testing
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SPRINGER NATURE Mrz 2010, 2010
ISBN 10: 1403902046
ISBN 13: 9781403902047
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 277 pp. Englisch. Seller Inventory # 9781403902047
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A Primer for Unit Root Testing
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