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
Cuprins
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
Despre autor
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Cumpărați această carte electronică și primiți încă 1 GRATUIT!
Limba Engleză ● Format PDF ● Pagini 277 ● ISBN 9780230248458 ● Mărime fișier 2.8 MB ● Editura Palgrave Macmillan UK ● Oraș London ● Țară GB ● Publicat 2010 ● Descărcabil 24 luni ● Valută EUR ● ID 4968053 ● Protecție împotriva copiilor DRM social
Mai multe cărți electronice de la același autor (i) / Editor
13.567 Ebooks din această categorie
