A Primer for Unit Root Testing

2010
ISBN: 978-1-4039-0204-7
Verlag: Springer Nature B.V.

Buch, Englisch, 277 Seiten, Format (B × H): 140 mm x 216 mm, Gewicht: 500 g

Reihe: Palgrave Texts in Econometrics

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.

Zielgruppe

Research

Autoren/Hrsg.

Patterson, K.

Inhaltsverzeichnis

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

Über Autor(innen)

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