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