Unit Root Tests in Time Series Volume 2: Extensions and Developments - Softcover

Patterson, K.

 
9781349321179: Unit Root Tests in Time Series Volume 2: Extensions and Developments

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Synopsis

Testing for a unit root is now an essential part of time series analysis. Thisvolume 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.

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