A Primer for Unit Root Testing

 4,500

SKU: 9781403902047

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.

Key Features

  • Pages: 277
  • Publication date: 2010-03-17
  • Language: EN

Imported by ISBN.

Author

K. Patterson

Publisher

Palgrave Macmillan

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