A primer for unit root testing:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basingstoke [u.a.]
Palgrave Macmillan
2010
|
| Edition: | 1. publ. |
| Series: | Palgrave texts in econometrics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zuerst unter dem Titel: "Unit roots in economic time series" angezeigt |
| Physical Description: | XXIV, 277 S. graph. Darst. |
| ISBN: | 9781403902047 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035912721 | ||
| 003 | DE-604 | ||
| 005 | 20140227 | ||
| 007 | t | ||
| 008 | 100107s2010 d||| |||| 00||| eng d | ||
| 015 | |a GBA4-Y7687 |2 dnb | ||
| 020 | |a 9781403902047 |c hbk |9 978-1-403-90204-7 | ||
| 020 | |z 9781403902054 |c pbk |9 978-1-403-90205-4 | ||
| 035 | |a (OCoLC)56458775 | ||
| 035 | |a (DE-599)BVBBV035912721 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-N2 |a DE-355 |a DE-945 |a DE-11 |a DE-188 |a DE-521 | ||
| 050 | 0 | |a HB139 | |
| 082 | 0 | |a 330.0151955 |2 21 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a QH 320 |0 (DE-625)141568: |2 rvk | ||
| 100 | 1 | |a Patterson, Kerry D. |e Verfasser |0 (DE-588)131958070 |4 aut | |
| 245 | 1 | 0 | |a A primer for unit root testing |c Kerry Patterson |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Basingstoke [u.a.] |b Palgrave Macmillan |c 2010 | |
| 300 | |a XXIV, 277 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Palgrave texts in econometrics | |
| 500 | |a Zuerst unter dem Titel: "Unit roots in economic time series" angezeigt | ||
| 650 | 4 | |a Time-series analysis | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stationärer Prozess |0 (DE-588)4056989-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistischer Test |0 (DE-588)4077852-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Irrfahrtsproblem |0 (DE-588)4162442-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Statistischer Test |0 (DE-588)4077852-6 |D s |
| 689 | 0 | 1 | |a Stationärer Prozess |0 (DE-588)4056989-5 |D s |
| 689 | 0 | 2 | |a Irrfahrtsproblem |0 (DE-588)4162442-7 |D s |
| 689 | 0 | 3 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 0 | 4 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018769973 | ||
Record in the Search Index
| _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. |
| author_GND | (DE-588)131958070 |
| author_facet | Patterson, Kerry D. |
| author_role | aut |
| author_sort | Patterson, Kerry D. |
| author_variant | k d p kd kdp |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02237nam a2200553 c 4500</leader><controlfield tag="001">BV035912721</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20140227 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">100107s2010 d||| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">GBA4-Y7687</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781403902047</subfield><subfield code="c">hbk</subfield><subfield code="9">978-1-403-90204-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9781403902054</subfield><subfield code="c">pbk</subfield><subfield code="9">978-1-403-90205-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)56458775</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035912721</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB139</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.0151955</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 320</subfield><subfield code="0">(DE-625)141568:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Patterson, Kerry D.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)131958070</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A primer for unit root testing</subfield><subfield code="c">Kerry Patterson</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basingstoke [u.a.]</subfield><subfield code="b">Palgrave Macmillan</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXIV, 277 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Palgrave texts in econometrics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Zuerst unter dem Titel: "Unit roots in economic time series" angezeigt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Time-series analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Time-series analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stationärer Prozess</subfield><subfield code="0">(DE-588)4056989-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Statistischer Test</subfield><subfield code="0">(DE-588)4077852-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Irrfahrtsproblem</subfield><subfield code="0">(DE-588)4162442-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Statistischer Test</subfield><subfield code="0">(DE-588)4077852-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stationärer Prozess</subfield><subfield code="0">(DE-588)4056989-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Irrfahrtsproblem</subfield><subfield code="0">(DE-588)4162442-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Brownsche Bewegung</subfield><subfield code="0">(DE-588)4128328-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018769973</subfield></datafield></record></collection> |
| id | DE-604.BV035912721 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:07:17Z |
| institution | BVB |
| isbn | 9781403902047 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018769973 |
| oclc_num | 56458775 |
| open_access_boolean | |
| owner | DE-N2 DE-355 DE-BY-UBR DE-945 DE-11 DE-188 DE-521 |
| owner_facet | DE-N2 DE-355 DE-BY-UBR DE-945 DE-11 DE-188 DE-521 |
| physical | XXIV, 277 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| series2 | Palgrave texts in econometrics |
| 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 |
| work_keys_str_mv | AT pattersonkerryd aprimerforunitroottesting |