Almost All About Unit Roots : Foundations, Developments, and Applications download
Almost All About Unit Roots : Foundations, Developments, and Applications download
Almost All About Unit Roots : Foundations, Developments, and Applications by In Choi
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Author: In Choi
Page Count: 295 pages
Published Date: 12 May 2015
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
ISBN: 9781107482500
Download Link: Almost All About Unit Roots Foundations, Developments, and Applications
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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.
Read online Almost All About Unit Roots : Foundations, Developments, and Applications Buy Almost All About Unit Roots : Foundations, Developments, and Applications Download and read Almost All About Unit Roots : Foundations, Developments, and Applications for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Almost All About Unit Roots : Foundations, Developments, and Applications ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent
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Almost All About Unit Roots : Foundations, Developments, and Applications by In Choi
Author: In Choi
Page Count: 295 pages
Published Date: 12 May 2015
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
ISBN: 9781107482500
Download Link: Almost All About Unit Roots Foundations, Developments, and Applications
---------------------------------------------------------------
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.
Read online Almost All About Unit Roots : Foundations, Developments, and Applications Buy Almost All About Unit Roots : Foundations, Developments, and Applications Download and read Almost All About Unit Roots : Foundations, Developments, and Applications for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Almost All About Unit Roots : Foundations, Developments, and Applications ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent
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