Almost All about Unit Roots

Name: Almost All about Unit Roots
Brand: Cambridge University Press
SKU: 9781107097339
Price: 132.38 EUR
Availability: InStock

Foundations, Developments, and Applications

Автор: In Choi

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

Изпращаме след 10-18 дни

132.38 € 258.92 лв

Many economic theories depend on the presence or absence of a unit root for their validity, and econ...

Информация за книгата

Автор

In Choi

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2015

страници

296

EAN

9781107097339

ISBN

1107097339

Enbook ID

05339816

Издател

Cambridge University Press

Теглоt

540

Размери

158 x 235 x 21

Пълно описание

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.

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Almost All about Unit Roots

Foundations, Developments, and Applications

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също