A primer for unit root testing:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke [u.a.]
Palgrave Macmillan
2010
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Palgrave texts in econometrics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zuerst unter dem Titel: "Unit roots in economic time series" angezeigt |
| Beschreibung: | XXIV, 277 S. graph. Darst. |
| ISBN: | 9781403902047 |
Internformat
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| 245 | 1 | 0 | |a A primer for unit root testing |c Kerry Patterson |
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| 264 | 1 | |a Basingstoke [u.a.] |b Palgrave Macmillan |c 2010 | |
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Datensatz im Suchindex
| _version_ | 1804140898445950976 |
|---|---|
| adam_text | Contents
List
o f Tables
xvii
List of Figures
xviii
Symbols and Abbreviations
xx
Preface
xxii
1
An Introduction to Probability and Random Variables
1
2
Time Series Concepts
45
3
Dependence and Related Concepts
85
4
Concepts of Convergence
105
5
An Introduction to Random Walks
129
6
Brownian Motion: Basic Concepts
160
7
Brownian Motion: Differentiation and Integration
181
8
Some Examples of Unit Root Tests
205
Glossary
258
References
262
Author Index
271
Subject Index
274
|
| any_adam_object | 1 |
| author | Patterson, Kerry D. |
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| building | Verbundindex |
| bvnumber | BV035912721 |
| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139 |
| callnumber-search | HB139 |
| callnumber-sort | HB 3139 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 237 QH 320 |
| ctrlnum | (OCoLC)56458775 (DE-599)BVBBV035912721 |
| dewey-full | 330.0151955 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.0151955 |
| dewey-search | 330.0151955 |
| dewey-sort | 3330.0151955 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| indexdate | 2024-07-09T22:07:17Z |
| institution | BVB |
| isbn | 9781403902047 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018769973 |
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| physical | XXIV, 277 S. graph. Darst. |
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| spelling | Patterson, Kerry D. Verfasser (DE-588)131958070 aut A primer for unit root testing Kerry Patterson 1. publ. Basingstoke [u.a.] Palgrave Macmillan 2010 XXIV, 277 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Palgrave texts in econometrics Zuerst unter dem Titel: "Unit roots in economic time series" angezeigt Time-series analysis Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Stationärer Prozess (DE-588)4056989-5 gnd rswk-swf Statistischer Test (DE-588)4077852-6 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Statistischer Test (DE-588)4077852-6 s Stationärer Prozess (DE-588)4056989-5 s Irrfahrtsproblem (DE-588)4162442-7 s Brownsche Bewegung (DE-588)4128328-4 s Ökonometrisches Modell (DE-588)4043212-9 s b DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018769973&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Patterson, Kerry D. A primer for unit root testing Time-series analysis Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd Stationärer Prozess (DE-588)4056989-5 gnd Statistischer Test (DE-588)4077852-6 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4056989-5 (DE-588)4077852-6 (DE-588)4128328-4 (DE-588)4162442-7 |
| title | A primer for unit root testing |
| title_auth | A primer for unit root testing |
| title_exact_search | A primer for unit root testing |
| title_full | A primer for unit root testing Kerry Patterson |
| title_fullStr | A primer for unit root testing Kerry Patterson |
| title_full_unstemmed | A primer for unit root testing Kerry Patterson |
| title_short | A primer for unit root testing |
| title_sort | a primer for unit root testing |
| topic | Time-series analysis Econometrics Ökonometrisches Modell (DE-588)4043212-9 gnd Stationärer Prozess (DE-588)4056989-5 gnd Statistischer Test (DE-588)4077852-6 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| topic_facet | Time-series analysis Econometrics Ökonometrisches Modell Stationärer Prozess Statistischer Test Brownsche Bewegung Irrfahrtsproblem |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018769973&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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