Buch
Übersicht
Verlag | : | Palgrave Macmillan UK |
Buchreihe | : | Palgrave Texts in Econometrics |
Sprache | : | Englisch |
Erschienen | : | 17. 03. 2010 |
Seiten | : | 277 |
Einband | : | Gebunden |
Höhe | : | 216 mm |
Breite | : | 140 mm |
Gewicht | : | 510 g |
ISBN | : | 9781403902047 |
Sprache | : | Englisch |
Autorinformation
KERRY PATTERSON is Professor of Econometrics at the University of Reading. His research interests include Time Series Econometrics and Macroeconomics.
Inhaltsverzeichnis
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
Pressestimmen
'I would like to congratulate you on writing what I consider to be the most accessible and helpful book on the subject of Time Series Analysis.' - Professor Abdul Ghaffar Mughal, Central Asian Academy, Tashkent, Uzbekistan