Wow! eBook
A Primer for Unit Root Testing 2010th Edition
Author(s): K. Patterson (Author)
- Publisher: Palgrave Macmillan
- Publication Date: 17 Mar. 2010
- Edition: 2010th
- Language: English
- Print length: 301 pages
- ISBN-10: 1403902054
- ISBN-13: 9781403902054
Book 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.
Editorial Reviews
Review
‘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
About the Author
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
