A Primer for Unit Root Testing
by
K. Patterson
Book Details
Format
Hardback or Cased Book
Book Series
Palgrave Texts in Econometrics
ISBN-10
1403902046
ISBN-13
9781403902047
Publisher
Palgrave USA
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Mar 17th, 2010
Print length
277 Pages
Product Classification:
EconometricsEconometrics and economic statistics
Ksh 16,200.00
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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.
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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