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Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 1

Kerry Patterson

130,73 €
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Editorial:
Springer Nature B.V.
Año de edición:
2011
Materia
Teoría y filosofía económicas
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.

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