A Primer for Unit Root Testing

by Kerry Patterson

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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Year of publication:	2010
Authors:	Patterson, Kerry
Publisher:	Basingstoke [u.a.] : Palgrave Macmillan
Subject:	Einheitswurzeltest \| Unit root test \| Statistischer Test \| Stationärer Prozess \| Irrfahrtsproblem \| Brownsche Bewegung \| Ökonometrisches Modell \| Zeitreihenanalyse
Description of contents:	Table of Contents [external.dandelon.com]

Extent:	Online-Ressource (XXIV, 277 p, online resource)
Series:	Palgrave Texts in Econometrics SpringerLink / Bücher Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and indexes Cover; Contents; List of Tables; List of Figures; Symbols and Abbreviations; Preface; 1 An Introduction to Probability and Random Variables; 2 Time Series Concepts; 3 Dependence and Related Concepts; 4 Concepts of Convergence; 5 An Introduction to Random Walks; 6 Brownian Motion: Basic Concepts; 7 Brownian Motion: Differentiation and Integration; 8 Some Examples of Unit Root Tests; Appendix: Response functions for DF tests τ and ψ; Glossary; References; Author Index; Subject Index
ISBN:	978-0-230-24845-8 ; 1-282-91017-5 ; 978-1-4039-0204-7 ; 978-1-4039-0205-4 ; 978-1-4039-0205-4
Other identifiers:	10.1057/9780230248458 [DOI]
Classification:	Wahrscheinlichkeitsrechnung ; Mathematische Statistik
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012106206