A Primer for Unit Root Testing
Published on 17. March 2010
Book
Hardback
XXIV, 277 pages
978-1-4039-0204-7 (ISBN)
Description
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.
Reviews / Votes
'I would like to congratulate you on writing what I consider to be the most accessible and helpful book on the subject of Time Series Analysis.' - Professor Abdul Ghaffar Mughal, Central Asian Academy, Tashkent, Uzbekistan
More details
Series
Edition
2010 edition
Language
English
Place of publication
London
United Kingdom
Publishing group
Palgrave USA
Target group
Professional and scholarly
Product notice
Unsewn / adhesive bound
Paper over boards
Illustrations
2 s/w Abbildungen
XXIV, 277 p. 2 illus.
Dimensions
Height: 218 mm
Width: 142 mm
Thickness: 23 mm
Weight
476 gr
ISBN-13
978-1-4039-0204-7 (9781403902047)
DOI
10.1057/9780230248458
Schweitzer Classification
Other editions
Additional editions
K. Patterson
A Primer for Unit Root Testing
E-Book
03/2010
1st Edition
Palgrave Macmillan
€96.29
Available for download
K. Patterson
A Primer for Unit Root Testing
Book
03/2010
Palgrave Macmillan
€106.99
Shipment within 10-20 days
Person
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Content
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