Unit Root Tests in Time Series Volume 1 von K. Patterson | Key Concepts and Problems | ISBN 9780230250253

Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

von K. Patterson
Buchcover Unit Root Tests in Time Series Volume 1 | K. Patterson | EAN 9780230250253 | ISBN 0-230-25025-4 | ISBN 978-0-230-25025-3

Unit Root Tests in Time Series Volume 1

Key Concepts and Problems

von K. Patterson
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.