Almost All About Unit Roots - Foundations, Developments, and Applications

Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for students and applied workers.

List of contents

1. Introduction; 2. Inference on unit roots: basic methods; 3. Unit root tests under various model specifications; 4. Alternative approaches to inference on unit roots; 5. Other issues related to unit roots; 6. Seasonal unit roots; 7. Panel unit roots.

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.

Summary

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.

Product details

• Authors: In Choi, in (Sogang University Choi
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 12.05.2015
• EAN: 9781107097339
• ISBN: 978-1-107-09733-9
• No. of pages: 296
• Series: Themes in Modern Econometrics; Themes in Modern Econometrics
• Subjects: Education and learning > Adult education/adult education classes; Social sciences, law, business > Business > Miscellaneous