[PDF.82dw] Almost All About Unit Roots: Foundations, Developments, and Applications (Themes in Modern Econometrics)

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

[PDF.kj71] Almost All About Unit Roots: Foundations, Developments, and Applications (Themes in Modern Econometrics)

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 | #1266572 in eBooks |  2015-05-31 |  2015-04-28 | File type: PDF

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|| |"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 thos

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 ...

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