Unit Root Tests in Time Series Volume 1: Key Concepts and Problems
By K. Patterson
Hardcover
$109.99
By K. Patterson
Premium Members save an extra 10% and all Members collect stamps to save with Rewards. 10 stamps = $5.Learn More
Select a store to view item availability.
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.


