A Primer for Unit Root Testing
| By: | K. Patterson |
| Publisher: | Springer Nature |
| Print ISBN: | 9781403902047 |
| eText ISBN: | 9780230248458 |
| Edition: | 0 |
| Copyright: | 2010 |
| Format: | Page Fidelity |
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Table of Contents
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.