Unit Root Tests In Time Series Volume 1: Key Concepts And Problems
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| Google books | books.google.com |
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| Originally published | February 25, 2011 |
| Authors | Kerry Patterson |
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| ID | 2188499 |
About Unit Root Tests In Time Series Volume 1: Key Concepts And Problems
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.