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

by In Choi

Book Overview

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,... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1107097339
• ISBN13: 9781107097339
• Release Date: May 2015
• Publisher: Cambridge University Press
• Length: 296 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.8" x 5.9" x 9.0"