000			02356nam a2200385 i 4500
001			CR9781316157824
003			UkCbUP
005			20240807172935.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			140725s2015||||enk o ||1 0|eng|d
020			_a9781316157824 (ebook)
020			_z9781107097339 (hardback)
020			_z9781107482500 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHB139 _b.C4797 2015
082	0	0	_a330.01/5195 _223
100	1		_aChoi, In, _d1958- _eauthor.
245	1	0	_aAlmost all about unit roots : _bfoundations, developments, and applications / _cIn Choi, Sogang University, Korea.
264		1	_aCambridge : _bCambridge University Press, _c2015.
300			_a1 online resource (xx, 279 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aThemes in modern econometrics
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aMany 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 book on this subject. This book is rested on this motivation and introduces the literature on unit roots in a comprehensive manner to both empirical and theoretical researchers in economics and other areas. By providing a clear, complete, and critical discussion of unit root literature, In Choi covers a wide range of topics, including uniform confidence interval construction, unit root tests allowing structural breaks, mildly explosive processes, exuberance testing, fractionally integrated processes, seasonal unit roots and panel unit root testing. Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for both students and applied workers.
650		0	_aEconometrics.
650		0	_aEconomics _xStatistical methods.
650		0	_aSocial sciences _xStatistical methods.
776	0	8	_iPrint version: _z9781107097339
830		0	_aThemes in modern econometrics.
856	4	0	_uhttps://doi.org/10.1017/CBO9781316157824
942			_2ddc _cEB
999			_c9195 _d9195