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.

März 2010, ca. 277 Seiten, Palgrave Texts in Econometrics, Englisch
Springer EN
978-1-4039-0204-7

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