Primer for Unit Root Testing
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. Cover; Contents; List Of Tables; List Of Figures; Symbols And Abbreviations; Preface; 1 An Introduction To Probability And Random Variables; 2 Time Series Concepts; 3 Dependence And Related Concepts; 4 Concepts Of Convergence; 5 An Introduction To Random Walks; 6 Brownian Motion: Basic Concepts; 7 Brownian Motion: Differentiation And Integration; 8 Some Examples Of Unit Root Tests; Appendix: Response Functions For Df Tests τ And ψ; Glossary; References; Author Index; Subject Index By K. Patterson. Description Based Upon Print Version Of Record. Includes Bibliographical References And Indexes. English
EconometricsStatisticsMacroeconomicsStatistics in Business, Management, Economics, Finance, InsuranceQuantitative EconomicsMacroeconomics and Monetary Economics
RELEASED2010
PUBLISHERPalgrave Macmillan
LANGUAGEEN
Primer for Unit Root Testing
by Professor Kerry Patterson, Kerry Professor Patterson
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. Cover; Contents; List Of Tables; List Of Figures; Symbols And Abbreviations; Preface; 1 An Introduction To Probability And Random Variables; 2 Time Series Concepts; 3 Dependence And Related Concepts; 4 Concepts Of Convergence; 5 An Introduction To Random Walks; 6 Brownian Motion: Basic Concepts; 7 Brownian Motion: Differentiation And Integration; 8 Some Examples Of Unit Root Tests; Appendix: Response Functions For Df Tests τ And ψ; Glossary; References; Author Index; Subject Index By K. Patterson. Description Based Upon Print Version Of Record. Includes Bibliographical References And Indexes. English
EconometricsStatisticsMacroeconomicsStatistics in Business, Management, Economics, Finance, InsuranceQuantitative EconomicsMacroeconomics and Monetary EconomicsHB139 .P38 2010330.015195 330.0151955
RELEASED2010
PUBLISHERPalgrave Macmillan
LANGUAGEEN
