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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.
Published by: Palgrave Macmillan
Publication Date: 2010-03-17
Format: Paperback
ISBN-13: 9781403902054
DOI: 10.1057/9780230248458
Dimensions: 216cm x140cm
Pages: 277