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
Tabela de Conteúdo
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 o 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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Língua Inglês ● Formato PDF ● Páginas 277 ● ISBN 9780230248458 ● Tamanho do arquivo 2.8 MB ● Editora Palgrave Macmillan UK ● Cidade London ● País GB ● Publicado 2010 ● Carregável 24 meses ● Moeda EUR ● ID 4968053 ● Proteção contra cópia DRM social
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