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(Ebook) A Primer for Unit Root Testing (Palgrave Texts in Econometrics) by Kerry Patterson ISBN 9781403902047, 1403902046

  • SKU: EBN-1728170
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Instant download (eBook) A Primer for Unit Root Testing (Palgrave Texts in Econometrics) after payment.
Authors:Kerry Patterson
Pages:192 pages.
Year:2010
Editon:First Edition
Publisher:Palgrave Macmillan
Language:english
File Size:1.9 MB
Format:pdf
ISBNS:9781403902047, 1403902046
Categories: Ebooks

Product desciption

(Ebook) A Primer for Unit Root Testing (Palgrave Texts in Econometrics) by Kerry Patterson ISBN 9781403902047, 1403902046

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 examplesThis book is indispensable reading for all interested in Time Series Econometrics, Econometrics and Applied Econometrics
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