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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Bibliografski detalji
Glavni autor: Pierre Perron (Ed.) (auth)
Format: Elektronički Poglavlje knjige
Jezik:engleski
Izdano: MDPI - Multidisciplinary Digital Publishing Institute 2018
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Opis
Sažetak: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.
Opis fizičkog objekta:1 electronic resource (VI, 162 p.)
ISBN:9783038428114
9783038428121
Pristup:Open Access