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A Primer for Unit Root Testing
Taschenbuch von K. Patterson
Sprache: Englisch

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Beschreibung
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.
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.
Über den Autor
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Zusammenfassung
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance.
Inhaltsverzeichnis
List of Figures Symbols and Abbreviations Preface An Introduction to Probability and Random Variables Time Series Concepts Dependence Convergence An Introduction to Random Walks Brownian motion: Basic Concepts Brownian Motion: Differentiation and Integration Some Examples of Unit root Tests Glossary References
Details
Erscheinungsjahr: 2010
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: xxiv
277 S.
2 s/w Illustr.
277 p. 2 illus.
ISBN-13: 9781403902054
ISBN-10: 1403902054
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Patterson, K.
Auflage: 2010 edition
Hersteller: Palgrave Macmillan
Palgrave MacMillan UK
Maße: 213 x 137 x 20 mm
Von/Mit: K. Patterson
Erscheinungsdatum: 17.03.2010
Gewicht: 0,363 kg
Artikel-ID: 102420772
Über den Autor
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Zusammenfassung
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance.
Inhaltsverzeichnis
List of Figures Symbols and Abbreviations Preface An Introduction to Probability and Random Variables Time Series Concepts Dependence Convergence An Introduction to Random Walks Brownian motion: Basic Concepts Brownian Motion: Differentiation and Integration Some Examples of Unit root Tests Glossary References
Details
Erscheinungsjahr: 2010
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: xxiv
277 S.
2 s/w Illustr.
277 p. 2 illus.
ISBN-13: 9781403902054
ISBN-10: 1403902054
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Patterson, K.
Auflage: 2010 edition
Hersteller: Palgrave Macmillan
Palgrave MacMillan UK
Maße: 213 x 137 x 20 mm
Von/Mit: K. Patterson
Erscheinungsdatum: 17.03.2010
Gewicht: 0,363 kg
Artikel-ID: 102420772
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