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
Daftar Isi
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
Tentang Penulis
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Beli ebook ini dan dapatkan 1 lagi GRATIS!
Bahasa Inggris ● Format PDF ● Halaman 277 ● ISBN 9780230248458 ● Ukuran file 2.8 MB ● Penerbit Palgrave Macmillan UK ● Kota London ● Negara GB ● Diterbitkan 2010 ● Diunduh 24 bulan ● Mata uang EUR ● ID 4968053 ● Perlindungan salinan DRM sosial
Ebook lainnya dari penulis yang sama / Editor
13,567 Ebooks dalam kategori ini
