A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
Kerry Patterson
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Description for A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
Hardcover. Series: Palgrave Texts in Econometrics. Num Pages: 301 pages, 2 black & white illustrations, biography. BIC Classification: KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 222 x 164 x 22. Weight in Grams: 470.
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.
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.
Product Details
Format
Hardback
Publication date
2010
Publisher
Palgrave Macmillan
Number of pages
192
Condition
New
Series
Palgrave Texts in Econometrics
Number of Pages
277
Place of Publication
Gordonsville, United States
ISBN
9781403902047
SKU
V9781403902047
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kerry Patterson
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Reviews for A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
'I would like to congratulate you on writing what I consider to be the most accessible and helpful book on the subject of Time Series Analysis.' - Professor Abdul Ghaffar Mughal, Central Asian Academy, Tashkent, Uzbekistan