Almost All about Unit Roots

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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 book on this subject. This book is rested on this motivation and introduces the literature on unit roo...
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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 book on this subject. This book is rested on this motivation and introduces the literature on unit roo...
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  • Formats: pdf
  • ISBN: 9781316310601
  • Publication Date: 7 May 2015
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM