A Primer for Unit Root Testing by K. Patterson (9781403902047)

Description - A Primer for Unit Root Testing by K. Patterson

An analysis of economic time series is almost impossible without a detailed knowledge of concepts such as non stationarity, integration and unit roots, yet the literature on these topics is immense. This text gives an authoritative overview of the literature 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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