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A Primer for Unit Root Testing Palgrave Texts in Econometrics 1st Edition by Kerry Patterson ISBN 1403902046 9781403902047

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A Primer for Unit Root Testing Palgrave Texts in Econometrics First Edition Kerry Patterson Digital Instant Download

Author(s): Kerry Patterson
ISBN(s): 9781403902047, 1403902046
Edition: First Edition
File Details: PDF, 1.90 MB
Year: 2010
Language: english
SKU: EB-1728170 Category: Tag:

A Primer for Unit Root Testing Palgrave Texts in Econometrics 1st Edition by Kerry Patterson – Ebook PDF Instant Download/Delivery: 1403902046, 9781403902047
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Product details:

ISBN 10: 1403902046 
ISBN 13: 9781403902047
Author: Kerry 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.

A Primer for Unit Root Testing Palgrave Texts in Econometrics 1st Table of contents:

Chapter 1: An Introduction to Probability and Random Variables

Chapter 2: Time Series Concepts

Chapter 3: Dependence

Chapter 4: Convergence

Chapter 5: An Introduction to Random Walks

Chapter 6: Brownian Motion: Basic Concepts

Chapter 7: Brownian Motion: Differentiation and Integration

Chapter 8: Some Examples of Unit Root Tests

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