A Primer for Unit Root Testing
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ISBN-13:
9781403902047
Veröffentl:
2010
Erscheinungsdatum:
17.03.2010
Seiten:
277
Autor:
K. Patterson
Gewicht:
476 g
Format:
218x142x23 mm
Sprache:
Englisch
Beschreibung:
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.
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance.
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
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