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.

MoreLess

Year of publication:	2010
Authors:	Patterson, Kerry
Publisher:	London : Palgrave Macmillan
Subject:	Einheitswurzeltest \| Unit root test \| Statistischer Test \| Stationärer Prozess \| Irrfahrtsproblem \| Brownsche Bewegung \| Ökonometrisches Modell \| Zeitreihenanalyse

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
ISBN:	978-0-230-24845-8 ; 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