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

How much do you like this book?

What’s the quality of the file?

Download the book for quality assessment

What’s the quality of the downloaded files?

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

Categories:

Mathematics

Year:

2010

Edition:

First Edition

Publisher:

Palgrave Macmillan

Language:

english

Pages:

192