A Primer for Unit Root Testing
Description
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.
Keywords
Business & EconomicsEconometricsStatisticsEconomicsTheoryMacroeconomicsMathematicsProbability & Statistics
2010Book
Author(s)K. D. Patterson
PublisherPalgrave Macmillan UK
ISBN9781403902047
LanguageEnglish
