A primer for unit root testing

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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.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168025554078	330.0151955 P317P 2010	1	Searching... Unknown

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Summary

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.