Buy Textbooks  |  Rent Textbooks  |  Sell Textbooks  |  eTextbooks
Help  |  Questions? 1-877-292-6442
Hello, Sign In
Your Account
0

Primer for Unit Root Testing - 10 edition

Primer for Unit Root Testing (ISBN10: 1403902054; ISBN13: 9781403902054)
ISBN13: 978-1403902054
ISBN10: 1403902054

This edition has also been released as:
ISBN13: 978-1403902047
ISBN10: 1403902046

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 webs
ite, which includes more numerical and theoretical examples This book is indispensable reading for all interested in Time Series Econometrics, Econometrics and Applied Econometrics
...show more
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 ...show less

Edition/Copyright: 10
Cover: Paperback
Publisher: Palgrave Macmillan Ltd.
Year Published: 2010
International: No



List Price: $44.00
Used $15.66
Used
Save $28.34 (64%)
  • FREE shipping over $25
  • In stock
  • 30-day returns
Condition:
Order this book in the next 22 hours and 36 minutes and it ships by Noon CT tomorrow!
New $15.66
Rental $32.49
Due back 12/18/2015
Close
Close
Close