Articles liés à Almost All About Unit Roots

Almost All About Unit Roots - Couverture souple

Choi, In

 
9781107482500: Almost All About Unit Roots
Couverture souple
ISBN 10 : 110748250X ISBN 13 : 9781107482500
Editeur : Cambridge University Press, 2015

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

In Choi is a Professor of Economics at Sogang University in Seoul, South Korea. His research focus has been on time series and panel data analysis, and he has published numerous articles in leading journals in economics and statistics. He is a Fellow of the Journal of Econometrics and has received the Plura Scripsit Award from Econometric Theory and the Chongram Award from the Korean Economic Association. He is currently an associate editor of the Journal of Business and Economic Statistics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2015
Langue
anglais
ISBN 10 
110748250X
ISBN 13 
9781107482500
Reliure
Broché
Numéro d'édition
1
Nombre de pages
300
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9781107097339: Almost All about Unit Roots: Foundations, Developments, and Applications

Edition présentée

ISBN 10 :  1107097339 ISBN 13 :  9781107097339
Editeur : Cambridge University Press, 2015
Couverture rigide