Unit Root Tests in Time Series Volume 1 by K. Patterson, Hardcover | Indigo Chapters

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. | Unit Root Tests in Time Series Volume 1 by K. Patterson, Hardcover | Indigo Chapters