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A primer for unit root testing[elect...

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A primer for unit root testing[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.0151955
書名/作者:	A primer for unit root testing/ Kerry Patterson.
作者:	Patterson, K. D.
出版者:	Basingstoke [England] ; : Palgrave Macmillan,, 2010.
面頁冊數:	xxiv, 277 p. : : ill. ;; 23 cm.
標題:	Time-series analysis.
標題:	Econometrics.
ISBN:	9780230248458
ISBN:	0230248454
書目註:	Includes bibliographical references and indexes.
內容註:	An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.
摘要、提要註:	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 .
電子資源:	access to fulltext (Palgrave)

A primer for unit root testing[electronic resource] /
Patterson, K. D.

A primer for unit root testing[electronic resource] /Kerry Patterson. - Basingstoke [England] ;Palgrave Macmillan,2010. - xxiv, 277 p. :ill. ;23 cm. - Palgrave texts in econometrics. - Palgrave texts in econometrics..

Includes bibliographical references and indexes.

An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.

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  .

Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2010.

Mode of access:World Wide Web.

ISBN: 9780230248458

Standard No.: 10.1057/9780230248458doiSubjects--Topical Terms:

224119
Time-series analysis.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HB139 / .P38 2010

Dewey Class. No.: 330.0151955

A primer for unit root testing[electronic resource] /
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504 $a Includes bibliographical references and indexes.
505 0 $a An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.
520 $a 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  .
533 $a Electronic reproduction. $b Basingstoke, England : $c Palgrave Macmillan, $d 2010. $n Mode of access:World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Jan. 11, 2010). $n Access may be restricted to users at subscribing institutions.
650 0 $a Time-series analysis. $3 224119
650 0 $a Econometrics. $3 186734
655 7 $a Electronic books. $2 local $3 336502
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830 0 $a Palgrave texts in econometrics. $3 377193
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9780230248458 $z access to fulltext (Palgrave)

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