TY  - BOOK
AU  - Choi,In
TI  - Almost all about unit roots : foundations, developments, and applications 
T2  - Themes in modern econometrics
SN  - 9781107097339
U1  - 330.015195 21
PY  - 2015///
CY  - Nueva York (Estados Unidos)
PB  - Cambridge University Press
KW  - Econometría
KW  - Economía
KW  - Metodos estadísticos
KW  - Ciencias sociales
N1  - 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
ER  -