Palgrave Texts in Econometrics

A Primer for Unit Root Testing

Authors: Patterson, K.

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  • ISBN 978-0-230-24845-8
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  • ISBN 978-1-4039-0204-7
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Softcover $74.99
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  • ISBN 978-1-4039-0205-4
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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.

About the authors

KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.

Reviews

'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)

Table of contents (8 chapters)

Buy this book

eBook $59.99
price for USA
  • ISBN 978-0-230-24845-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.99
price for USA
  • ISBN 978-1-4039-0204-7
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • This title is currently reprinting. You can pre-order your copy now.
Softcover $74.99
price for USA
  • ISBN 978-1-4039-0205-4
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock

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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
Kerry Patterson
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
Series ISSN
2662-6594
Edition Number
1
Number of Pages
XXIV, 277
Number of Illustrations
2 b/w illustrations
Topics