大葉大學圖書館 |

登入

回上页

A primer for unit root testing[elect...

Palgrave Connect (Online service)

A primer for unit root testing[electronic resource] /

纪录类型:	书目-语言数据,印刷品 : Monograph/item
[NT 15000414] null:	330.0151955
[NT 47271] Title/Author:	A primer for unit root testing/ Kerry Patterson.
作者:	Patterson, K. D.
出版者:	Basingstoke [England] ; : Palgrave Macmillan,, 2010.
面页册数:	xxiv, 277 p. : : ill. ;; 23 cm.
标题:	Time-series analysis.
标题:	Econometrics.
ISBN:	9780230248458
ISBN:	0230248454
[NT 15000227] null:	Includes bibliographical references and indexes.
[NT 15000228] null:	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.
[NT 15000229] null:	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 .
电子资源:	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] /
LDR:02236nam 2200313Ia 4500 001 329015
003 OCoLC
005 20100709082058.0
006 m d
007 cr cn|
008 110607s2010 enka sb 001 0 eng d
020 $a 9780230248458
020 $a 0230248454
024 7 $a 10.1057/9780230248458 $2 doi
035 $a (OCoLC)497770003
035 $a ocn497770003
040 $a UKPGM $b eng $c UKPGM
049 $a APTA
050 1 4 $a HB139 $b .P38 2010
082 0 4 $a 330.0151955 $2 22
100 1 $a Patterson, K. D. $3 377182
245 1 2 $a A primer for unit root testing $h [electronic resource] / $c Kerry Patterson.
260 $a Basingstoke [England] ; $a New York : $b Palgrave Macmillan, $c 2010.
300 $a xxiv, 277 p. : $b ill. ; $c 23 cm.
490 1 $a Palgrave texts in econometrics
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
710 2 $a Palgrave Connect (Online service) $3 370384
776 1 $c Original $z 1403902046 $z 9781403902047 $z 1403902054 $z 9781403902054 $w (OCoLC)56458775
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)

读者评论 0 笔

多媒体

多媒体档案
http://www.palgraveconnect.com/doifinder/10.1057/9780230248458

新增评论分享你的心得

Export

[NT 5501410] pickup library