Description - A Primer for Unit Root Testing by Kerry Patterson
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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(216mm x 140mm x 17mm)
Publisher: Palgrave USA
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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.