Primer for Unit Root Testing

AvK. Patterson

Inbunden, Engelska, 2010

Del i serien Palgrave Texts in Econometrics

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Beskrivning

An analysis of economic time series is almost impossible without a detailed knowledge of concepts such as non stationarity, integration and unit roots, yet the literature on these topics is immense. This text gives an authoritative overview of the literature 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.

Produktinformation

Utgivningsdatum:2010-03-17
Mått:140 x 216 x 23 mm
Vikt:476 g
Format:Inbunden
Språk:Engelska
Serie:Palgrave Texts in Econometrics
Antal sidor:277
Upplaga:2010
Förlag:Palgrave USA
ISBN:9781403902047

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Mer om författaren

KERRY PATTERSON is Professor of Economics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.

Recensioner i media

'I would like to congratulate you on writing what I consider to be the most accessible and helpful book on the subject of Time Series Analysis.' - Professor Abdul Ghaffar Mughal, Central Asian Academy, Tashkent, Uzbekistan

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