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Almost All about Unit Roots - In (Sogang University Choi - Bog

- Foundations, Developments, and Applications

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.
  • 2-3 uger.
  • 23. Juli 2024
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Beskrivelse af 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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