A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
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Book Details
Author(s)Patterson, K.
PublisherMACMILLAN
ISBN / ASIN1403902046
ISBN-139781403902047
AvailabilityIn stock
Sales Rank1,241
MarketplaceUnited States 🇺🇸
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.