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A Primer for Unit Root Testing (Hardcover) Loot Price: R2,663
Discovery Miles 26 630
Repayment Terms: R250 pm x 12*
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A Primer for Unit Root Testing (Hardcover): K. Patterson

A Primer for Unit Root Testing (Hardcover)

K. Patterson

Series: Palgrave Texts in Econometrics

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Loot Price R2,663 Discovery Miles 26 630 | Repayment Terms: R250 pm x 12*

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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

General

Imprint: Palgrave Macmillan
Country of origin: United States
Series: Palgrave Texts in Econometrics
Release date: March 2010
First published: December 2009
Authors: K. Patterson
Dimensions: 216 x 140 x 22mm (L x W x T)
Format: Hardcover
Pages: 277
ISBN-13: 978-1-4039-0204-7
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-4039-0204-6
Barcode: 9781403902047

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