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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| Format: | Book |
| Language: | English |
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New York, NY :
Cambridge University Press,
2015.
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| Series: | Themes in modern econometrics.
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| Subjects: |
Table of Contents:
- Introduction
- Inference on unit roots: basic methods
- Unit root tests under various model specifications
- Alternative approaches to inference on unit roots
- Other issues related to unit roots
- Seasonal unit roots
- Panel unit roots.