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A Primer for Unit Root Testing

A Primer for Unit Root Testing

Hardcover

Series: Palgrave Texts in Econometrics

Economics

ISBN10: 1403902046
ISBN13: 9781403902047
Publisher: Springer Nature
Published: Mar 17 2010
Pages: 277
Weight: 1.05
Height: 0.90 Width: 5.60 Depth: 8.60
Language: English
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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Economics