A Primer for Unit Root Testing
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 pit
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A Primer for Unit Root Testing
10.1057/9780230248458 - A Primer for Unit Root Testing, Kerry Patterson
Other books by Kerry Patterson Patterson, K. D. An Introduction to Applied Econometrics: A Time Series Approach Mills. T. C., and K. D. Patterson. (eds) Palgrave Handbook of Econometrics, Volume 1, Econometric Theory
PalgraveTexts in Econometrics General Editor: Kerry Patterson Titles include: Simon P. Burke and John Hunter MODELLING NON-STATIONARY TIME SERIES Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES Lesley Godfrey BOOTSTRAP TESTS FOR REGRESSION MODELS Terence C. Mills MODELLING TRENDS AND CYCLES IN ECONOMIC TIME SERIES Kerry Patterson A PRIMER FOR UNIT ROOT TESTING
Palgrave Texts in Econometrics Series Standing Order ISBN 978–1–4039–0172–9 (hardback) 978–1–4039–0173–6 (paperback) (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBN quoted above. Customer Services Department, Macmillan Distribution Houndmills, Basingstoke, Hampshire RG21 6XS, England
10.1057/9780230248458 - A Primer for Unit Root Testing, Kerry Patterson
Ltd,
Copyright material from www.palgraveconnect.com - licensed to University of Sussex - PalgraveConnect - 2013-07-07
Mills. T. C., and K. D. Patterson. (eds) Palgrave Handbook of Econometrics, Volume 2, Applied Econometrics
Kerry Patterson
10.1057/9780230248458 - A Primer for Unit Root Testing, Kerry Patterson
Copyright material from www.palgraveconnect.com - licensed to University of Sussex - PalgraveConnect - 2013-07-07
A Primer for Unit Root Testing
© Kerry Patterson 2010
No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6-10 Kirby Street, London EC1N 8TS. Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages. The author has asserted his right to be identified as the author of this work in accordance with the Copyright, Designs and Patents Act 1988. First published 2010 by PALGRAVE MACMILLAN Palgrave Macmillan in the UK is an
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