000			01180nam a2200181 4500
005			20251209113016.0
008			251209b |||||||| |||| 00| 0 eng d
020			_a9781107482500
037			_cTextual
040			_aRTL _cRTL
084			_qRTL
100			_aChoi, In _9855432
245			_aAlmost all about unit roots: Foundations, developments, and applications
260			_aNew York _bCambridge University Press _c2015
300			_axx, 279 p. _bIncludes bibliographical reference and index
520			_aUnit root tests are one of the building blocks of modern time series analysis because processes that may be characterized as having a unit root appear in many areas of science such as economics, finance, political science and sociology. Furthermore, the presence or absence of a unit root has a decisive effect on the methodology used in subsequent inference. For these reasons, there have been an enormous number of papers studying unit root tests and their properties. In Choi's monograph accomplishes a monumental task: it delivers a comprehensive survey, an unabridged map of more than 30years of theoretical research on the subject.
942			_2CC _n0 _cTEXL
999			_c1466075 _d1466075