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Item Details
Title: UNIT ROOT TESTS IN TIME SERIES
KEY CONCEPTS AND PROBLEMS
By: Kerry Patterson
Format: Paperback

List price: £22.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0230250254
ISBN 13: 9780230250253
Publisher: PALGRAVE MACMILLAN
Pub. date: 17 December, 2010
Series: Palgrave Texts in Econometrics S.
Pages: 516
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.
Returns: Returnable
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