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.
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.
Autres titres de la collection: Palgrave Texts in Econometrics
Afficher toutTopics in Applied Econometrics
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Modelling our Changing World
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Multivariate Modelling of Non-Stationary Economic Time Series
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