Unit roots and structural breaks
Item
Title (Dublin Core)
Unit roots and structural breaks
Creator (Dublin Core)
Perron, Pierre
Date (Dublin Core)
2018
Publisher (Dublin Core)
Multidisciplinary Digital Publishing Institute
Description (Dublin Core)
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.
Subject (Dublin Core)
Economics --- Mathematics
Language (Dublin Core)
English
isbn (Bibliographic Ontology)
978-3-03842-812-1
978-3-03842-811-4
