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Primer for Unit Root Testing

Primer for Unit Root Testing - 10 edition

ISBN13: 978-1403902054

Cover of Primer for Unit Root Testing 10 (ISBN 978-1403902054)
ISBN13: 978-1403902054
ISBN10: 1403902054
Cover type: Paperback
Edition/Copyright: 10
Publisher: Palgrave Macmillan Ltd.
Published: 2010
International: No

List price: $46.00

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Primer for Unit Root Testing - 10 edition

ISBN13: 978-1403902054

K. D. Patterson

ISBN13: 978-1403902054
ISBN10: 1403902054
Cover type: Paperback
Edition/Copyright: 10
Publisher: Palgrave Macmillan Ltd.

Published: 2010
International: No
Summary

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

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