A primer for unit root testing
著者
書誌事項
A primer for unit root testing
（Palgrave texts in econometrics）
Palgrave Macmillan, 2010
- : hardback
- : paperback
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注記
Includes bibliographical references (p. 262-269) and indexes
内容説明・目次
内容説明
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.
目次
List of Figures Symbols and Abbreviations Preface An Introduction to Probability and Random Variables Time Series Concepts Dependence Convergence An Introduction to Random Walks Brownian motion: Basic Concepts Brownian Motion: Differentiation and Integration Some Examples of Unit root Tests Glossary References
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