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.
€96.29
Tabla de materias
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
Sobre el autor
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
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Idioma Inglés ● Formato PDF ● Páginas 277 ● ISBN 9780230248458 ● Tamaño de archivo 2.8 MB ● Editorial Palgrave Macmillan UK ● Ciudad London ● País GB ● Publicado 2010 ● Descargable 24 meses ● Divisa EUR ● ID 4968053 ● Protección de copia DRM social
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