A Primer for Unit Root Testing

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106,99 

Palgrave Texts in Econometrics

ISBN: 1403902054
ISBN 13: 9781403902054
Autor: Patterson, K
Verlag: Springer Verlag GmbH
Umfang: xxiv, 277 S., 2 s/w Illustr., 277 p. 2 illus.
Erscheinungsdatum: 17.03.2010
Auflage: 1/2010
Produktform: Kartoniert
Einband: Kartoniert

Although this is one of the most researched areas in econometrics, this is the first comprehensive and accessible introduction of the central issues and tests involvedOffers evaluation and exposition of established methods with an overview of recent developmentsLays out the building blocks for other books in the Palgrave Studies in Econometrics series

Artikelnummer: 9051970 Kategorie:

Beschreibung

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.

Autorenporträt

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

Herstellerkennzeichnung:


Springer Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

E-Mail: juergen.hartmann@springer.com

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