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Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780230250277
Condition
New
Product Description

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

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