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A 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.
1102795730
A 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.
109.99 In Stock
A Primer for Unit Root Testing

A Primer for Unit Root Testing

by K. Patterson
A Primer for Unit Root Testing

A Primer for Unit Root Testing

by K. Patterson

Overview

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.

Product Details

ISBN-13: 9781403902047
Publisher: Palgrave Macmillan UK
Publication date: 03/17/2010
Series: Palgrave Texts in Econometrics
Edition description: 2010
Pages: 277
Product dimensions: 5.70(w) x 8.50(h) x 1.00(d)

About the Author

KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.

Table of Contents

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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