A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
Language: English
Published by Palgrave Macmillan, 2010
- Softcover
- New
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- Title
- A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
- Author
- Patterson, K.
- Publisher
- Palgrave Macmillan
- Publication year
- 2010
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 1403902054
- ISBN 13
- 9781403902054
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.
"About the title" may belong to another edition of this title.
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