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
表中的内容
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
关于作者
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
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语言 英语 ● 格式 PDF ● 网页 277 ● ISBN 9780230248458 ● 文件大小 2.8 MB ● 出版者 Palgrave Macmillan UK ● 市 London ● 国家 GB ● 发布时间 2010 ● 下载 24 个月 ● 货币 EUR ● ID 4968053 ● 复制保护 社会DRM
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