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
Innehållsförteckning
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
Om författaren
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Köp den här e-boken och få 1 till GRATIS!
Språk Engelska ● Formatera PDF ● Sidor 277 ● ISBN 9780230248458 ● Filstorlek 2.8 MB ● Utgivare Palgrave Macmillan UK ● Stad London ● Land GB ● Publicerad 2010 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 4968053 ● Kopieringsskydd Social DRM
Fler e-böcker från samma författare (r) / Redaktör
13 567 E-böcker i denna kategori
