A Primer for Unit Root Testing
ISBN:
9781403902047
Auflage:
2010
Verlag:
Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
17.03.2010
Reihe:
Palgrave Texts in Econometrics
Format:
Hardcover
Seitenanzahl:
277
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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.
Schlagwörter
Biografische Anmerkung
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.









