A Primer for Unit Root Testing

A Primer for Unit Root Testing
Author :
Publisher : Springer
Total Pages : 301
Release :
ISBN-13 : 9780230248458
ISBN-10 : 0230248454
Rating : 4/5 (54 Downloads)

Book Synopsis A Primer for Unit Root Testing by : K. Patterson

Download or read book A Primer for Unit Root Testing written by K. Patterson and published by Springer. This book was released on 2010-03-31 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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