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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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Book Details

ISBN: 9781403902047
ISBN-10: 1403902046
Format: Hardback
(216mm x 140mm x 20mm)
Pages: 301
Imprint: Palgrave Macmillan
Publisher: Palgrave USA
Publish Date: 30-Nov-2009
Country of Publication: United States

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Author Biography - Kerry Patterson

KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.

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