國立高雄大學圖資館 |

Language: English

Back

A primer for unit root testing

Record Type:	Electronic resources : Monograph/item
Title/Author:	A primer for unit root testingKerry Patterson.
Author:	Patterson, K. D.
Published:	Basingstoke [England] ;Palgrave Macmillan,2010.
Description:	xxiv, 277 p. :ill. ;23 cm.
Subject:	Time-series analysis.
Online resource:	access to fulltext (Palgrave)
ISBN:	9780230248458

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: 9780230248458

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

181890
Time-series analysis.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HB139 / .P38 2010

Dewey Class. No.: 330.0151955

A primer for unit root testing
LDR:02226nmm 2200313Ia 4500 001 259599
003 OCoLC
005 20100709082058.0
006 m d
007 cr cn|
008 100903s2010 enka sb 001 0 eng d
020 $a 9780230248458
020 $a 0230248454
024 7 $a 10.1057/9780230248458 $2 doi
035 $a (OCoLC)497770003
035 $a ocn497770003
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 201298
245 1 2 $a A primer for unit root testing $h [electronic resource] / $c Kerry Patterson.
260 $a Basingstoke [England] ; $a New York : $b Palgrave Macmillan, $c 2010.
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 Time-series analysis. $3 181890
650 0 $a Econometrics. $3 182271
655 7 $a Electronic books. $2 local. $3 214472
710 2 $a Palgrave Connect (Online service) $3 459825
776 1 $c Original $z 1403902046 $z 9781403902047 $z 1403902054 $z 9781403902054 $w (OCoLC)56458775
830 0 $a Palgrave texts in econometrics. $3 404196
856 4 0 $3 Palgrave Connect $u https://link.springer.com/book/10.1057/9780230248458 $z access to fulltext (Palgrave)