Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for students and applied workers.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
In Choi is a Professor of Economics at Sogang University in Seoul, South Korea. His research focus has been on time series and panel data analysis, and he has published numerous articles in leading journals in economics and statistics. He is a Fellow of the Journal of Econometrics and has received the Plura Scripsit Award from Econometric Theory and the Chongram Award from the Korean Economic Association. He is currently an associate editor of the Journal of Business and Economic Statistics.
Inhaltsangabe
1. Introduction 2. Inference on unit roots: basic methods 3. Unit root tests under various model specifications 4. Alternative approaches to inference on unit roots 5. Other issues related to unit roots 6. Seasonal unit roots 7. Panel unit roots.
1. Introduction 2. Inference on unit roots: basic methods 3. Unit root tests under various model specifications 4. Alternative approaches to inference on unit roots 5. Other issues related to unit roots 6. Seasonal unit roots 7. Panel unit roots.
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