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.
İçerik tablosu
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
Yazar hakkında
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
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Dil İngilizce ● Biçim PDF ● Sayfalar 277 ● ISBN 9780230248458 ● Dosya boyutu 2.8 MB ● Yayımcı Palgrave Macmillan UK ● Kent London ● Ülke GB ● Yayınlanan 2010 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 4968053 ● Kopya koruma Sosyal DRM