A Primer for Unit Root Testing

K. Patterson (Autor)

Buch | Hardcover

277 Seiten

2010
Palgrave Macmillan (Verlag)
978-1-4039-0204-7 (ISBN)

Artikel merken

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.

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

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

Erscheint lt. Verlag	17.3.2010
Reihe/Serie	Palgrave Texts in Econometrics
Zusatzinfo	2 Illustrations, black and white; XXIV, 277 p. 2 illus.
Verlagsort	Gordonsville
Sprache	englisch
Maße	140 x 216 mm
Themenwelt	Wirtschaft ► Allgemeines / Lexika
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-4039-0204-6 / 1403902046
ISBN-13	978-1-4039-0204-7 / 9781403902047
Zustand	Neuware