A Primer for Unit Root Testing by K. Patterson (Hardcover, 2010)

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By K. Patterson. Edited by Patterson, Kerry. This book gives an overview of the literature; it also provides examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

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Product Information

An analysis of economic time series is almost impossible without a detailed knowledge of concepts such as non stationarity, integration and unit roots, yet the literature on these topics is immense. This text gives an authoritative overview of the literature 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 Identifiers

PublisherPalgrave USA
ISBN-139781403902047
eBay Product ID (ePID)94988869

Product Key Features

Publication NameA Primer for Unit Root Testing
SubjectEconomics, Government, Mathematics
Publication Year2010
TypeTextbook
FormatHardcover
LanguageEnglish
AuthorK. Patterson
Number of Pages277 Pages

Dimensions

Item Height216 mm
Item Weight510 g
Item Width140 mm

Additional Product Features

Country/Region of ManufactureUnited States
Title_AuthorK. Patterson
Series TitlePalgrave Texts in Econometrics
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