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Item Details
| Title:
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A PRIMER FOR UNIT ROOT TESTING
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| By: |
Kerry Patterson |
| Format: |
Electronic book text |
| List price:
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£84.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0230248454 |
| ISBN 13: |
9780230248458 |
| Publisher: |
PALGRAVE MACMILLAN |
| Pub. date: |
30 November, 2009 |
| Series: |
Palgrave Texts in Econometrics |
| 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. |
| Synopsis: |
This book provides an introduction to the technical background of unit root testing, one of the most heavily researched areas in econometrics over the last twenty years. Starting from an elementary understanding of probability and time series, it develops the key concepts necessary to understand the structure of random walks and brownian motion, and their role in tests for a unit root. The techniques are illustrated with worked examples, data and programs available on the book's website, which includes more numerical and theoretical examples This book is indispensable reading for all interested in Time Series Econometrics, Econometrics and Applied Econometrics |
| Publication: |
UK |
| Imprint: |
Palgrave Macmillan |
| Returns: |
Non-returnable |
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