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Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 1

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780230250246
Condition
New
Product Description

Testing for a unit root is now an essential part of time series analysis. Thisvolume 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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