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Unit Root Tests in Time Series : Key Concepts and Problems (Palgrave Texts in Econometrics) <1>

Patterson, Kerry
201.41 SGD
Member Price
181.27
English

Product 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.

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