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
Table des matières
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
A propos de l’auteur
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
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Langue Anglais ● Format PDF ● Pages 277 ● ISBN 9780230248458 ● Taille du fichier 2.8 MB ● Maison d’édition Palgrave Macmillan UK ● Lieu London ● Pays GB ● Publié 2010 ● Téléchargeable 24 mois ● Devise EUR ● ID 4968053 ● Protection contre la copie DRM sociale
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