ISBN:
1282910175
,
9780230248458
,
9781403902047
,
9781403902054
,
9781282910171
Sprache:
Englisch
Seiten:
Online-Ressource (xxiv, 277 p)
Ausgabe:
1. publ.
Ausgabe:
Online-Ausg. 2011 Electronic reproduction; Available via World Wide Web
Serie:
Palgrave texts in econometrics
Paralleltitel:
Erscheint auch als A Primer for Unit Root Testing
Schlagwort(e):
Econometrics
;
Economic theory
;
Statistics
;
Macroeconomics
;
Statistics
;
Economic theory
;
Econometrics
;
Macroeconomics
;
Economics
;
Statistics for Business/Economics/Mathematical Finance/Insurance
;
Economic Theory/Quantitative Economics/Mathematical Methods
;
Macroeconomics/Monetary Economics//Financial Economics
;
Statistischer Test
;
Stationärer Prozess
;
Irrfahrtsproblem
;
Brownsche Bewegung
;
Ökonometrisches Modell
Kurzfassung:
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.
Kurzfassung:
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
Beschreibung / Inhaltsverzeichnis:
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
Anmerkung:
Includes bibliographical references and indexes
,
Electronic reproduction; Available via World Wide Web
DOI:
10.1057/9780230248458
URL:
Volltext
(lizenzpflichtig)
Permalink