Palgrave Texts in Econometrics

A Primer for Unit Root Testing

Authors: Patterson, K.

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About this book

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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'I would like to congratulate you on writing what I consider to be the most accessible and helpful book on the subject of Time Series Analysis.' - Professor Abdul Ghaffar Mughal, Central Asian Academy, Tashkent, Uzbekistan


Table of contents (8 chapters)

Buy this book

eBook $34.99
price for USA
  • ISBN 978-0-230-24845-8
  • Digitally watermarked, no DRM
  • Included format: PDF
  • eBooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $140.00
price for USA
  • ISBN 978-1-4039-0204-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $46.00
price for USA
  • ISBN 978-1-4039-0205-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
A Primer for Unit Root Testing
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2010
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-24845-8
DOI
10.1057/9780230248458
Hardcover ISBN
978-1-4039-0204-7
Softcover ISBN
978-1-4039-0205-4
Edition Number
1
Number of Pages
XXIV, 277
Topics