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 of Content
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
About the author
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
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Language English ● Format PDF ● Pages 277 ● ISBN 9780230248458 ● File size 2.8 MB ● Publisher Palgrave Macmillan UK ● City London ● Country GB ● Published 2010 ● Downloadable 24 months ● Currency EUR ● ID 4968053 ● Copy protection Social DRM
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