A Primer for Unit Root Testing - K. Patterson
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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.
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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.
More Information
| Author | K. Patterson |
|---|---|
| Publisher | Palgrave MacMillan UK |
| Release year | 2010 |
| Cover type | Hardcover |
| EAN | 9781403902047 |