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A Primer for Unit Root Testing (Palgrave Texts in Econometrics), Patterson, K.
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Author Name:    Patterson, K.

Title:   A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

Binding:   Hardcover

Book Condition:   New

Publisher:    Palgrave Macmillan 

ISBN Number:   1403902046 / 9781403902047

Seller ID:   ING9781403902047

1403902046 Special order direct from the distributor

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This book provides an introduction to the technical background of unit root testing, one of the most heavily researched areas in econometrics over the last twenty years. Starting from an elementary understanding of probability and time series, it develops the key concepts necessary to understand the structure of random walks and brownian motion, and their role in tests for a unit root. The techniques are illustrated with worked examples, data and programs available on the book's website, which includes more numerical and theoretical examples
This book is indispensable reading for all interested in Time Series Econometrics, Econometrics and Applied Econometrics



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