Unit Roots and Structural Breaks

Perron, Pierre

Description

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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Writer
Perron, Pierre
Title
Unit Roots and Structural Breaks
Publisher
Mdpi AG
Year
2018
Language
English
Pages
166
Weight
367 gr
EAN
9783038428114
Dimensions
244 x 170 x 11 mm
Binding format
Paperback

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Categories

Boekstra