A Primer for Unit Root Testing (Palgrave Texts in Econometrics Series)

A Primer for Unit Root Testing (Palgrave Texts in Econometrics Series)

by K. Patterson

Hardcover(2010)

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Overview

A Primer for Unit Root Testing (Palgrave Texts in Econometrics Series) by K. Patterson

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.

Product Details

ISBN-13: 9781403902047
Publisher: Palgrave Macmillan UK
Publication date: 05/11/2010
Series: Palgrave Texts in Econometrics Series
Edition description: 2010
Pages: 277
Product dimensions: 5.70(w) x 8.50(h) x 1.00(d)

About the Author

Kerry Patterson is a Professor of Economics at the University of Reading.

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