A Primer for Unit Root Testing von K. Patterson | ISBN 9780230248458

A Primer for Unit Root Testing

von K. Patterson
Buchcover A Primer for Unit Root Testing | K. Patterson | EAN 9780230248458 | ISBN 0-230-24845-4 | ISBN 978-0-230-24845-8

'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

A Primer for Unit Root Testing

von K. Patterson
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.