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. INDICE: 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 Unitroot Tests - Glossary - References
- ISBN: 978-1-4039-0205-4
- Editorial: Palgrave Macmillan
- Encuadernacion: Rústica
- Páginas: 302
- Fecha Publicación: 02/12/2009
- Nº Volúmenes: 1
- Idioma: Inglés