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Almost All about Unit Roots: Foundations, Developments, and Applications
In Choi
€ 42.99
€ 38.09
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Description for Almost All about Unit Roots: Foundations, Developments, and Applications
paperback. Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for students and applied workers. Series: Themes in Modern Econometrics. Num Pages: 295 pages, 27 tables. BIC Classification: KCH. Category: (U) Tertiary Education (US: College). Dimension: 231 x 154 x 20. Weight in Grams: 438.
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 ... Read more
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 ... Read more
Product Details
Publisher
Cambridge University Press
Format
Paperback
Publication date
2015
Series
Themes in Modern Econometrics
Condition
New
Weight
422g
Number of Pages
295
Place of Publication
Cambridge, United Kingdom
ISBN
9781107482500
SKU
V9781107482500
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-24
About In Choi
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 ... Read more
Reviews for Almost All about Unit Roots: Foundations, Developments, and Applications
'Choi's monograph provides an authoritative introduction to and survey of the literature on unit roots, which spans economics, statistics and other fields. Its handbook style and clear treatment make it an extremely convenient graduate-level reference for those working with highly persistent time series data.' J. Isaac Miller, University of Missouri 'Unit roots have been an important and prolific topic of ... Read more