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A primer for unit root testing

Patterson, K. D.

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A primer for unit root testing

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	A primer for unit root testing/ Kerry Patterson.
作者:	Patterson, K. D.
出版者:	Basingstoke [England] ;Palgrave Macmillan, : 2010.,
面頁冊數:	xxiv, 277 p. :ill. ;23 cm.
內容註:	An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.
標題:	Econometrics. -
電子資源:	http://link.springer.com/10.1057/9780230248458access to fulltext (Palgrave)
ISBN:	0230248454

A primer for unit root testing
Patterson, K. D.

A primer for unit root testing[electronic resource] /Kerry Patterson. - Basingstoke [England] ;Palgrave Macmillan,2010. - xxiv, 277 p. :ill. ;23 cm. - Palgrave texts in econometrics. - Palgrave texts in econometrics..

Includes bibliographical references and indexes.

An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.

This book provides an introduction to the technical background of unit root testing, one of the most heavily researched areas in econometrics over the last twenty years. Starting from an elementary understanding of probability and time series, it develops the key concepts necessary to understand the structure of random walks and brownian motion, and their role in tests for a unit root. The techniques are illustrated with worked examples, data and programs available on the book's website, which includes more numerical and theoretical examples This book is indispensable reading for all interested in Time Series Econometrics, Econometrics and Applied Econometrics .

Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2010.

Mode of access:World Wide Web.

ISBN: 0230248454

Standard No.: 10.1057/9780230248458doiSubjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 / .P38 2010

Dewey Class. No.: 330.0151955

A primer for unit root testing
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