A Primer for Unit Root Testing
1st Edition
Published on 31. March 2010
XXIV, 277 pages
978-0-230-24845-8 (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
Other editions
Additional editions
K. Patterson
A Primer for Unit Root Testing
Book
03/2010
Palgrave Macmillan
€106.99
Shipment within 10-20 days
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
