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© 2010

A Primer for Unit Root Testing

  • Authors
Book

Part of the Palgrave Texts in Econometrics book series (PTEC)

Table of contents

  1. Front Matter
    Pages i-xxiv
  2. Kerry Patterson
    Pages 45-84
  3. Kerry Patterson
    Pages 85-104
  4. Kerry Patterson
    Pages 105-128
  5. Kerry Patterson
    Pages 129-159
  6. Kerry Patterson
    Pages 160-180
  7. Kerry Patterson
    Pages 181-204
  8. Kerry Patterson
    Pages 205-257
  9. Back Matter
    Pages 258-277

About this book

Introduction

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.

Keywords

integration probability time series

About the authors

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

Bibliographic information

Industry Sectors
Finance, Business & Banking

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