Unit Root Tests in Time Series Volume 1 Key Concepts and Problems

Author(s): K. Patterson
Publisher: Palgrave Macmillan
ISBN: 9780230250246
Edition:

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Description

Description

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.