Almost All about Unit Roots: Foundations, Developments, and Applications

In Choi

ISBN 10: 110748250X / ISBN 13: 9781107482500

Published by Cambridge University Press, 2015

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. . 2015. 1st Edition. Paperback. . . . . Seller Inventory # V9781107482500

Synopsis:

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.

About the Author: 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 Chongram Award from the Korean Economic Association. He is currently an associate editor of the Journal of Business and Economic Statistics.

Bibliographic Details

Title: Almost All about Unit Roots: Foundations, ...
Publisher: Cambridge University Press
Publication Date: 2015
Binding: Soft cover
Condition: New
Edition: 1st Edition