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Primer for Unit Root Testing - 10 edition

by K. D. Patterson

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 ...show moreite, 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.
Published: 05/11/2010
International: No



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