Almost All About Unit Roots

In Choi

ISBN 10: 1107097339 ISBN 13: 9781107097339

Edit� par Cambridge University Press, 2015

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Synopsis :

Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for students and applied workers.

� 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.

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D�tails bibliographiques

Titre : Almost All About Unit Roots
�diteur : Cambridge University Press
Date d'�dition : 2015
Reliure : Buch
Etat : Neu

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Almost All about Unit Roots: Foundations, Developments, and Applications (Themes in Modern Econometrics)

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Almost All About Unit Roots

Choi, In

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 ma. N� de r�f. du vendeur 37463792

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In Choi

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Almost All About Unit Roots (Hardcover)

In Choi

Edit� par Cambridge University Press, Cambridge, 2015

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Hardcover. Etat : new. Hardcover. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N� de r�f. du vendeur 9781107097339

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Almost All about Unit Roots: Foundations, Developments, and Applications (Themes in Modern Econometrics)

Choi, In

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ISBN 10 : 1107097339 ISBN 13 : 9781107097339

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Almost All About Unit Roots (Hardcover)

In Choi

Edit� par Cambridge University Press, Cambridge, 2015

ISBN 10 : 1107097339 ISBN 13 : 9781107097339

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Hardcover. Etat : new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N� de r�f. du vendeur 9781107097339

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