Choi, In

Almost all about unit roots foundations, developments, and applications / In Choi - 279 páginas. 20 cm. - Themes in modern econometrics .

Incluye referencias bibliográficas e índices

1 Introduction
1.1 Motivation and Scope of This Book
1.2 Properties of Unit Root Processes
1.3 Economics and Unit Roots
1.3.1 Nelson and Plosser (1982)
1.3.2 Cointegration
1.3.3 Purchasing Power Parity Hypothesis
1.3.4 Asset Prices
1.3.5 Relative Mean Reversion in International Stock Markets
1.3.6 Growth and Convergence
1.3.7 Convergence of Real Interest Rates
1.3.8 Inflation Convergence
1.3.9 Unemployment Hysteresis
1.4 Other Branches of Social Science and Unit Roots
1.4.1 Political Science and Unit Roots

9781107097339 9781107482500


Econometría
Economía --Metodos estadísticos
Ciencias sociales --Metodos estadísticos

330.015195 / C46a