Almost All about Unit Roots

Name: Almost All about Unit Roots
Brand: Cambridge University Press
SKU: 9781107482500
Price: 1143 CZK
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Foundations, Developments, and Applications

Autor: In Choi

Jazyk:

Vazba: Brožovaná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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1 143 Kč

Many economic theories depend on the presence or absence of a unit root for their validity, and econ...

Informace o knize

Autor

In Choi

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2015

Stránek

295

EAN

9781107482500

ISBN

110748250X

Enbook ID

05339826

Vydavatel

Cambridge University Press

Hmotnost

422

Rozměry

154 x 231 x 20

Kompletní popis

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.

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Almost All about Unit Roots

Foundations, Developments, and Applications

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také