A Primer for Unit Root Testing

by Kerry Patterson

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Book Overview

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.

Format:Paperback

Language:English

ISBN:1403902054

ISBN13:9781403902054

Release Date:March 2010

Publisher:Palgrave MacMillan

Length:277 Pages

Weight:0.90 lbs.

Dimensions:0.8" x 5.4" x 8.4"

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A Primer for Unit Root Testing

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