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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| Main Author: | |
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| Format: | Electronic Book Chapter |
| Language: | English |
| Published: |
MDPI - Multidisciplinary Digital Publishing Institute
2018
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| Subjects: | |
| Online Access: | DOAB: download the publication DOAB: description of the publication |
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| Summary: | 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 made. Still, there is scope for improvements to and analyses of the existing procedures. This book provides contributions that follow up on what has been done and/or offer new perspectives on such issues and related ones. |
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| Physical Description: | 1 electronic resource (VI, 162 p.) |
| ISBN: | 9783038428114 9783038428121 |
| Access: | Open Access |