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
Other Authors: Perron, Pierre 1959- (Editor)
Format: Electronic eBook
Language:English
Published: Basel ; Beijing ; Wuhan ; Barcelona ; Belgrade MDPI 2018
Edition:First edition
Subjects:
Links:https://www.doabooks.org/doab?func=fulltext&uiLanguage=en&rid=26492
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.
Item Description:This edition is a reprint of the special issue published online in the open access journal Econometrics (ISSN 2225-1146) from 2016-2017 (available at: http://www.mdpi.com/journal/econometrics/special_issues/unit_roots_structural_breaks).
Physical Description:1 Online-Ressource (v, 157 Seiten) Diagramme
ISBN:9783038428121