Almost all about unit roots: foundations, developments, and applications
Auteur :
Choi, In
Éditeur :
Cambridge University Press
ISBN :
9781107097339
Date de publication :
12 mai 2015
Dimensions :
23,5 x 15,8 x 2,1 cm
Poids :
540 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.