A Primer for Unit Root Testing (Palgrave Texts in...

Main
Mathematics
A Primer for Unit Root Testing...

A Primer for Unit Root Testing (Palgrave Texts in Econometrics)

Name: A Primer for Unit Root Testing (Palgrave Texts in Econometrics)
ISBN: 9781403902047

Kerry Patterson

0 / 0

0 comments

你有多喜欢这本书？

下载文件的质量如何？

下载该书，以评价其质量

下载文件的质量如何？

This book provides an introduction to the technical background of unit root testing, one of the most heavily researched areas in econometrics over the last twenty years. Starting from an elementary understanding of probability and time series, it develops the key concepts necessary to understand the structure of random walks and brownian motion, and their role in tests for a unit root. The techniques are illustrated with worked examples, data and programs available on the book's website, which includes more numerical and theoretical examplesThis book is indispensable reading for all interested in Time Series Econometrics, Econometrics and Applied Econometrics

种类:

Mathematics

年:

2010

出版:

First Edition

出版社:

Palgrave Macmillan

语言:

english

页:

192