Almost all about unit roots : foundations, developments, and applications /

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 bo...

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Bibliographic Details
Main Author: Choi, In, 1958-
Format: Book
Language:English
Published: New York, NY : Cambridge University Press, 2015.
Series:Themes in modern econometrics.
Subjects:

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