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Almost All about Unit Roots

- Foundations, Developments, and Applications

About Almost All about Unit Roots

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.

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  • Language:
  • English
  • ISBN:
  • 9781107482500
  • Binding:
  • Paperback
  • Pages:
  • 295
  • Published:
  • May 7, 2015
  • Dimensions:
  • 154x231x20 mm.
  • Weight:
  • 422 g.
Delivery: 2-4 weeks
Expected delivery: October 25, 2024

Description of Almost All about Unit Roots

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.

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