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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Bibliographic Details

Main Author:	Pierre Perron (Ed.)
Format:	Online
Language:	English
Published:	MDPI - Multidisciplinary Digital Publishing Institute 2021
Subjects:	QA1-939 HD72-88 Time Series Analysis Econometrics Applied Macroeconomics bic Book Industry Communication::P Mathematics & science
Online Access:	26492
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