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
Tabella dei contenuti
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
Circa l’autore
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
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Lingua Inglese ● Formato PDF ● Pagine 277 ● ISBN 9780230248458 ● Dimensione 2.8 MB ● Casa editrice Palgrave Macmillan UK ● Città London ● Paese GB ● Pubblicato 2010 ● Scaricabile 24 mesi ● Moneta EUR ● ID 4968053 ● Protezione dalla copia DRM sociale
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