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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Bibliografiske detaljer
Hovedforfatter: Pierre Perron (Ed.)
Format: Online
Sprog:engelsk
Udgivet: MDPI - Multidisciplinary Digital Publishing Institute 2021
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Online adgang:26492
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