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Unit Root Tests in Time Series Volume 1 by K. Patterson, Hardcover | Indigo Chapters
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Unit Root Tests in Time Series Volume 1 by K. Patterson, Hardcover | Indigo Chapters
From K. Patterson
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Size: 1.73 x 9.02 x 2.49
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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. | Unit Root Tests in Time Series Volume 1 by K. Patterson, Hardcover | Indigo Chapters
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