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.
|Publisher:||Palgrave Macmillan UK|
|Series:||Palgrave Texts in Econometrics Series|
|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.