A Primer for Unit Root Testing

K. Patterson

ISBN 10: 1403902046 / ISBN 13: 9781403902047

Published by SPRINGER NATURE Mrz 2010, 2010

About this Item

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

Bibliographic Details

• Title: A Primer for Unit Root Testing
• Publisher: SPRINGER NATURE Mrz 2010
• Publication Date: 2010
• Language: English
• ISBN 10: 1403902046
• ISBN 13: 9781403902047
• Binding: Buch
• Condition: Neu
• Dimensions: 218W x 142H x 23D millimeters 218 millimeters width by 142 millimeters height by 23 millimeters depth
• Weight: 476 grams

About this title

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.

About the Author

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