東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

A primer for unit root testing

Patterson, K. D.

Linked to FindBook

Google Book

Amazon

博客來

A primer for unit root testing

Record Type:	Electronic resources : Monograph/item
Title/Author:	A primer for unit root testing/ Kerry Patterson.
Author:	Patterson, K. D.
Published:	Basingstoke [England] ;Palgrave Macmillan, : 2010.,
Description:	xxiv, 277 p. :ill. ;23 cm.
[NT 15003449]:	An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.
Subject:	Econometrics. -
Online resource:	http://link.springer.com/10.1057/9780230248458access to fulltext (Palgrave)
ISBN:	0230248454

A primer for unit root testing
Patterson, K. D.

A primer for unit root testing[electronic resource] /Kerry Patterson. - Basingstoke [England] ;Palgrave Macmillan,2010. - xxiv, 277 p. :ill. ;23 cm. - Palgrave texts in econometrics. - Palgrave texts in econometrics..

Includes bibliographical references and indexes.

An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.

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 .

Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2010.

Mode of access:World Wide Web.

ISBN: 0230248454

Standard No.: 10.1057/9780230248458doiSubjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 / .P38 2010

Dewey Class. No.: 330.0151955

A primer for unit root testing
LDR:02127nmm 2200313 a 45 001 911513
003 OCoLC
005 20110114
006 m d
007 cr cn|
008 231227s2010 enka sb 001 0 eng d
020 $a 0230248454
020 $a 9780230248458
024 7 $a 10.1057/9780230248458 $2 doi
035 $a (OCoLC)497770003
035 $a ocn497770003
035 $a 911513
040 $a UKPGM $b eng $c UKPGM
049 $a APTA
050 1 4 $a HB139 $b .P38 2010
082 0 4 $a 330.0151955 $2 22
100 1 $a Patterson, K. D. $3 1097959
245 1 2 $a A primer for unit root testing $h [electronic resource] / $c Kerry Patterson.
260 $a Basingstoke [England] ; $a New York : $c 2010. $b Palgrave Macmillan,
300 $a xxiv, 277 p. : $b ill. ; $c 23 cm.
490 1 $a Palgrave texts in econometrics
504 $a Includes bibliographical references and indexes.
505 0 $a An Introduction to Probability and Random Variables -- Time Series Concepts -- Dependence -- Convergence -- An Introduction to Random Walks-- Brownian motion: Basic Concepts -- Brownian Motion:Differentiationand Integration -- Some Examples of Unit root Tests.
520 $a 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 .
533 $a Electronic reproduction. $b Basingstoke, England : $c Palgrave Macmillan, $d 2010. $n Mode of access:World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Jan. 11, 2010). $n Access may be restricted to users at subscribing institutions.
650 0 $a Econometrics. $3 542934
650 0 $a Time-series analysis. $3 532530
655 7 $a Electronic books. $2 lcsh $3 542853
710 2 $a Palgrave Connect (Online service) $3 1081578
830 0 $a Palgrave texts in econometrics. $3 1097965
856 4 0 $3 Palgrave Connect $u http://link.springer.com/10.1057/9780230248458 $z access to fulltext (Palgrave)