A primer for unit root testing
by
Patterson, K. D.
Title
:
A primer for unit root testing
Author
:
Patterson, K. D.
ISBN
:
9781403902047
9781403902054
Publication Information
:
Basingstoke : Palgrave Macmillan, 2010.
Physical Description
:
xxiv, 277 s. : ill.
Series
:
Palgrave texts in econometrics
Contents
:
An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence and related concepts -- Concepts and Convergence -- An Introduction to Random Walks -- Brownian motion: Basic Concepts -- Brownian Motion: Differentiation and Integration -- Some Examples of Unit root Tests.
Subject Term
:
Time-series analysis.
Econometrics.
Added Author
:
Patterson, K. D.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025554078 | 330.0151955 P317P 2010 | 1 |