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Almost All about Unit Roots

- Foundations, Developments, and Applications

af In (Sogang University Choi

indgår i Themes in Modern Econometrics serien

Almost All about Unit Roots af In (Sogang University Choi
Bag om Almost All about Unit Roots

Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781107097339
  • Indbinding:
  • Hardback
  • Sideantal:
  • 296
  • Udgivet:
  • 12. maj 2015
  • Størrelse:
  • 158x235x21 mm.
  • Vægt:
  • 540 g.
  • 8-11 hverdage.
  • 9. december 2024
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Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.

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