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Almost All about Unit Roots - Foundations, Developments, and Applications (Hardcover)
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Almost All about Unit Roots - Foundations, Developments, and Applications (Hardcover)
Series: Themes in Modern Econometrics
Expected to ship within 12 - 17 working days
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Many economic theories depend on the presence or absence of a unit
root for their validity, and econometric and statistical theory
undergo considerable changes when unit roots are present. Thus,
knowledge on unit roots has become so important, necessitating an
extensive, compact, and nontechnical book on this subject. This
book is rested on this motivation and introduces the literature on
unit roots in a comprehensive manner to both empirical and
theoretical researchers in economics and other areas. By providing
a clear, complete, and critical discussion of unit root literature,
In Choi covers a wide range of topics, including uniform confidence
interval construction, unit root tests allowing structural breaks,
mildly explosive processes, exuberance testing, fractionally
integrated processes, seasonal unit roots and panel unit root
testing. Extensive, up to date, and readily accessible, this book
is a comprehensive reference source on unit roots for both students
and applied workers.
General
Imprint: |
Cambridge UniversityPress
|
Country of origin: |
United Kingdom |
Series: |
Themes in Modern Econometrics |
Release date: |
May 2015 |
Authors: |
In Choi
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Dimensions: |
235 x 158 x 21mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
296 |
ISBN-13: |
978-1-107-09733-9 |
Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
Promotions
|
LSN: |
1-107-09733-9 |
Barcode: |
9781107097339 |
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