Almost All about Unit Roots

Foundations, Developments, and Applications

Business & Finance, Economics, Econometrics, Nonfiction, Science & Nature, Mathematics
Cover of the book Almost All about Unit Roots by In Choi, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: In Choi ISBN: 9781316289969
Publisher: Cambridge University Press Publication: May 7, 2015
Imprint: Cambridge University Press Language: English
Author: In Choi
ISBN: 9781316289969
Publisher: Cambridge University Press
Publication: May 7, 2015
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Cambridge University Press

Cover of the book The Origins of Organized Charity in Rabbinic Judaism by In Choi
Cover of the book US Supreme Court Opinions and their Audiences by In Choi
Cover of the book States, Parties, and Social Movements by In Choi
Cover of the book Zooarchaeology by In Choi
Cover of the book Frontex and Non-Refoulement by In Choi
Cover of the book Return to Kahiki by In Choi
Cover of the book Numerical Weather and Climate Prediction by In Choi
Cover of the book Law and Self-Knowledge in the Talmud by In Choi
Cover of the book What Is a Case? by In Choi
Cover of the book Quantum Computer Science by In Choi
Cover of the book Reflective Social Work Practice by In Choi
Cover of the book Evolution and Rationality by In Choi
Cover of the book The Syntax of Dutch by In Choi
Cover of the book The Ape that Understood the Universe by In Choi
Cover of the book Social Influence Network Theory by In Choi
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy