Unit Roots and Structural Breaks

• מחבר ראשי: Pierre Perron (Ed.) (auth)
• פורמט: אלקטרוני Book Chapter
• שפה: אנגלית
• יצא לאור: MDPI - Multidisciplinary Digital Publishing Institute 2018
• נושאים: Time Series Analysis; Econometrics; Applied Macroeconomics
• גישה מקוונת: 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...