Unit Roots and Structural Breaks

• Huvudskapare: Pierre Perron (Ed.) (auth)
• Materialtyp: Elektronisk Bokavsnitt
• Språk: engelska
• Publicerad: MDPI - Multidisciplinary Digital Publishing Institute 2018
• Ämnen: Time Series Analysis; Econometrics; Applied Macroeconomics
• Länkar: DOAB: download the publication; DOAB: description of the publication

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...