Patterson, Kerry
A Primer for Unit Root Testing
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
Avainsanat: Economics, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods, Macroeconomics/Monetary Economics//Financial Economics
- Tekijä(t)
- Patterson, Kerry
- Julkaisija
- Springer
- Julkaisuvuosi
- 2010
- Kieli
- en
- Painos
- 1
- Sarja
- Palgrave Texts in Econometrics
- Sivumäärä
- 301 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780230248458
- Painetun ISBN
- 978-1-4039-0205-4
