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Unit Roots in Economic Time Series

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An analysis of economic time series is almost impossible without a detailed knowledge of concepts such as non-stationarity, integration and unit roots, yet the literature on these topics is immense. The last twenty years or so have seen the publication of hundreds of articles in this area. This book gives an authoritative overview of the literature 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.

Product features:

Autor	K. Patterson
Wydawnictwo	Palgrave Macmillan
Rok wydania	2004
Liczba stron	192
ISBN	978-1-4039-0205-4
Oprawa	brak danych

Price: €28.54 Price in our shop:
- €28.54 brutto (€0.00 VAT)
- €28.54 netto

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