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Patterson, Kerry

A Primer for Unit Root Testing

Patterson, Kerry - A Primer for Unit Root Testing, ebook

55,30€

Ebook, PDF with Adobe DRM
ISBN: 9780230248458
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Table of contents

1. An Introduction to Probability and Random Variables
Kerry Patterson

2. Time Series Concepts
Kerry Patterson

3. Dependence and Related Concepts
Kerry Patterson

4. Concepts of Convergence
Kerry Patterson

5. An Introduction to Random Walks
Kerry Patterson

6. Brownian Motion: Basic Concepts
Kerry Patterson

7. Brownian Motion: Differentiation and Integration
Kerry Patterson

8. Some Examples of Unit Root Tests
Kerry Patterson

Keywords: Economics, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods, Macroeconomics/Monetary Economics//Financial Economics

Author(s)
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Palgrave Texts in Econometrics
Page amount
301 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230248458
Printed ISBN
978-1-4039-0205-4

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