A Primer for Unit Root Testing
Download or Read eBook A Primer for Unit Root Testing PDF written by K. Patterson and published by Springer. This book was released on 2010-03-31 with total page 301 pages. Available in PDF, EPUB and Kindle.
| Author | : K. Patterson |
| Publisher | : Springer |
| Total Pages | : 301 |
| Release | : 2010-03-31 |
| ISBN-10 | : 9780230248458 |
| ISBN-13 | : 0230248454 |
| Rating | : 4/5 (58 Downloads) |
Book Synopsis A Primer for Unit Root Testing by : K. Patterson
Book excerpt: 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.
