كتاب
A primer for unit root testing
| العنوان: | A primer for unit root testing |
|---|---|
| المؤلفون: | Patterson, K. D. |
| المساهمون: | Palgrave Connect (Online service) |
| سنة النشر: | 2010 |
| وصف مادي: | 1 online resource (xxiv, 277 pages) : illustrations. |
| سلاسل: | Palgrave texts in econometrics Palgrave texts in econometrics. |
| مصطلحات موضوعية: | Time-series analysis., Econometrics., Business., BUSINESS & ECONOMICS -- Econometrics., BUSINESS & ECONOMICS -- Statistics., Brownsche Bewegung., Irrfahrtsproblem., Stationärer Prozess., Statistischer Test., Ökonometrisches Modell., Tidsserieanalys., Ekonometri., Electronic books. |
| الوصف: | 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. |
| ملاحظة حول المحتويات: | An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks -- Brownian motion: Basic Concepts -- Brownian Motion: Differentiation and Integration -- Some Examples of Unit root Tests. |
| Original Identifier: | (OCoLC)497770003 (Springer)ocn497770003 (OCoLC)682625853 (OCoLC)964846626 |
| نوع الوثيقة: | Book |
| اللغة: | English |
| ردمك: | 978-0-230-24845-8 0-230-24845-4 |
| حقوق: | This record is part of the Harvard Library Bibliographic Dataset, which is provided by the Harvard Library under its Bibliographic Dataset Use Terms and includes data made available by, among others, OCLC Online Computer Library Center, Inc. and the Library of Congress. |
| ملاحظات: | Includes bibliographical references and indexes. |
| رقم الأكسشن: | edshlc.015047316.8 |
| قاعدة البيانات: | Harvard Library Bibliographic Dataset |
Full Text Finder | ردمك: | 9780230248458 0230248454 |
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