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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (2011)

Unit Root Tests in Time Series Volume 1: Key Concepts and Problems (2011)

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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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Pub dateFeb 25, 2011
ISBN-100230250246
ISBN-139780230250246
LanguageEnglish
Last updated 2026-09-19 06:46
$114.64
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