Almost All about Unit Roots
Almost All about Unit Roots

Author: In Choi

Publisher: Cambridge University Press

Published: 2015-05-07

Total Pages: 301

ISBN-13: 1316300587

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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 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.

A Primer for Unit Root Testing
A Primer for Unit Root Testing

Author: K. Patterson

Publisher: Springer

Published: 2010-03-31

Total Pages: 301

ISBN-13: 0230248454

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This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Unit Root Tests in Time Series Volume 2
Unit Root Tests in Time Series Volume 2

Author: K. Patterson

Publisher: Springer

Published: 2012-07-05

Total Pages: 586

ISBN-13: 1137003316

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Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.

Advances on International Economics
Advances on International Economics

Author: Carmen Díaz-Roldán

Publisher: Cambridge Scholars Publishing

Published: 2015-09-04

Total Pages: 380

ISBN-13: 1443881333

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"In a globalized world characterized by huge international capital mobility, there has been renewed interest in international economics in both academic circles and economic policy forums and supranational institutions. The recent financial and economic crisis, in particular, has raised questions concerning the usefulness of several economic paradigms accepted by both academia and advising government institutions. Advances on International Economics offers a broad overview of recent developments in international economics, both theoretical and empirical, adapted from contributions to the XV Conference on International Economics, organized by the Spanish Association of International Economics and Finance (AEEFI), and the University of Salamanca, Spain. The main topics of the contributions to this volume cover modelling international economics, macroeconomic aspects of international trade and finance, international factor movements, and international business. The chapters offer new theories and practical insights through the use of empirical tools for international policy recommendations."--Provided by publisher.

Ethics in Econometrics
Ethics in Econometrics

Author: Philip Hans Franses

Publisher: Cambridge University Press

Published: 2024-06-30

Total Pages: 309

ISBN-13: 1009428047

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Econometricians make choices on data, models, and estimation routines. Using various examples, this book shows the consequences of choices.

Political Science Research Methods in Action
Political Science Research Methods in Action

Author: M. Bruter

Publisher: Springer

Published: 2013-07-23

Total Pages: 272

ISBN-13: 1137318260

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Through accounts from innovative research projects by world-leading political scientists, this volume offers a unique perspective on research methodology. It discusses the practical and intellectual dilemmas researchers face throughout the research process in a wide range of fields from implicit attitude testing to media analysis and interviews.

International Macroeconomics
International Macroeconomics

Author: Amalia Morales Zumaquero

Publisher: Nova Publishers

Published: 2006

Total Pages: 426

ISBN-13: 9781594549014

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The international macroeconomics area has experienced substantial growth over the past decade. The goal of this volume is to present the most important developments in the international macroeconomics field in recent years. The literature in this area has evolved mainly in four directions that constitute the four parts of this book. In particular, Part I focuses on the purchasing power parity (PPP) puzzle, Part II presents papers that try to explain the behaviour of nominal and real exchange rates, Part III covers the financial crises, currency crises and contagion recent literature and, finally, the behaviour of exchange rates, inflation and output convergence in Central and Eastern European transition economies are considered in Part IV.