Unit Roots and Structural Breaks

This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been...

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Bibliographic Details
Main Author: Pierre Perron (Ed.) (auth)
Format: Electronic Book Chapter
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2018
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3rd Floor Main Library

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Call Number: A1234.567
Copy 1 Available