A Primer for Unit Root Testing
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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| Language: | English |
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London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2010.
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| Edition: | 1st ed. 2010. |
| Series: | Palgrave Texts in Econometrics,
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| Online Access: | https://doi.org/10.1057/9780230248458 |