Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 1

K. Patterson

Format: Print Book

ISBN: 9780230250246

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Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.

Publication Year: 2011
Imprint: Palgrave Macmillan UK
Format: H
Weight (Gram): 1128






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