| A Primer for Unit Root Testing 2010 Edition Contributor(s): Patterson, K. (Author) |
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ISBN: 1403902054 ISBN-13: 9781403902054 Publisher: Palgrave MacMillan OUR PRICE: $104.49 Product Type: Paperback - Other Formats Published: March 2010 Annotation: An analysis of economic time series is almost impossible without a detailed knowledge of concepts such as non-stationarity, integration and unit roots, yet the literature on these topics is immense. The last twenty years or so have seen the publication of hundreds of articles in this area. This book gives an authoritative overview of the literature 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Economics - Theory - Business & Economics | Econometrics - Business & Economics | Economics - Macroeconomics |
| Dewey: 330.015 |
| Series: Palgrave Texts in Econometrics |
| Physical Information: 0.8" H x 5.4" W x 8.4" (0.80 lbs) 277 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |