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
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
London
Palgrave Macmillan UK
2010, 2010
|
| Series: | Palgrave Texts in Econometrics
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| 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 |
|---|---|
| Physical Description: | XXIV, 277 p online resource |
| ISBN: | 9780230248458 |