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A Primer for Unit Root Testing /

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.

Bibliographic Details
Main Author: Patterson, Kerry (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2010.
Series:Palgrave texts in econometrics.
Subjects:
Economics.
Econometrics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Macroeconomics/Monetary Economics//Financial Economics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Macroeconomics.
Statistics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (XXIV, 277 pages)
ISBN:9780230248458
DOI:10.1057/9780230248458