Primer for unit root testing, a
Auteur :
Patterson, K.
Éditeur :
Palgrave USA
ISBN :
9781403902047
Date de publication :
17 mars 2010
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
USA
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.