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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| Format: | Online |
| Language: | English |
| Published: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
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| Online Access: | 26492 |
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| _version_ | 1869517960000831488 |
|---|---|
| author | Pierre Perron (Ed.) |
| author_browse | Pierre Perron (Ed.) |
| author_facet | Pierre Perron (Ed.) |
| author_sort | Pierre Perron (Ed.) |
| collection | Directory of Open Access Books |
| 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. |
| format | Online |
| id | doab-20.500.12854ir-61615 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-616152023-12-20T18:40:38Z Unit Roots and Structural Breaks Pierre Perron (Ed.) QA1-939 HD72-88 Time Series Analysis Econometrics Applied Macroeconomics bic Book Industry Communication::P Mathematics & science 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. 2021-02-12T07:01:14Z 2021-02-12T07:01:14Z 2018-04-13 15:24:38 2018 book 26492 9783038428114 9783038428121 https://directory.doabooks.org/handle/20.500.12854/61615 eng image/png Attribution-NonCommercial-NoDerivatives 4.0 International http://www.mdpi.com/books/pdfview/book/579 http://www.mdpi.com/books/pdfview/book/579 MDPI - Multidisciplinary Digital Publishing Institute 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783038428114 9783038428121 VI, 162 open access |
| spellingShingle | QA1-939 HD72-88 Time Series Analysis Econometrics Applied Macroeconomics bic Book Industry Communication::P Mathematics & science Pierre Perron (Ed.) Unit Roots and Structural Breaks |
| title | Unit Roots and Structural Breaks |
| title_full | Unit Roots and Structural Breaks |
| title_fullStr | Unit Roots and Structural Breaks |
| title_full_unstemmed | Unit Roots and Structural Breaks |
| title_short | Unit Roots and Structural Breaks |
| title_sort | unit roots and structural breaks |
| topic | QA1-939 HD72-88 Time Series Analysis Econometrics Applied Macroeconomics bic Book Industry Communication::P Mathematics & science |
| topic_facet | QA1-939 HD72-88 Time Series Analysis Econometrics Applied Macroeconomics bic Book Industry Communication::P Mathematics & science |
| url | 26492 |
| work_keys_str_mv | AT pierreperroned unitrootsandstructuralbreaks |