A Primer for Unit Root Testing (Palgrave Texts in Econometrics) Ebooks, PDF, ePub

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A Primer for Unit Root Testing (Palgrave Texts in ~ 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.

A Primer for Unit Root Testing / K. Patterson / Palgrave ~ This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

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Unit Root Tests in Time Series Volume 1 - Palgrave Macmillan ~ Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.

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A Primer for Unit Root Testing / SpringerLink ~ A Primer for Unit Root Testing. Authors; Kerry Patterson; Book. 6 Citations; 1.9k Downloads; Part of the Palgrave Texts in Econometrics book series (PTEC) Log in to check access. Buy eBook. USD 59.99 Instant download; Readable on all devices; Own it forever; Local sales tax included if applicable; Buy Physical Book Learn about institutional .

Unit Root Tests in Time Series Volume 1: Key Concepts and ~ Unit Root Tests in Time Series Volume 1: Key Concepts and Problems: v. 1 Palgrave Texts in Econometrics: : Patterson, Professor Kerry: Libros en idiomas extranjeros