Unit Roots and Structural Breaks

Pierre Perron

ISBN 10: 3038428116 / ISBN 13: 9783038428114

Published by Mdpi AG, 2018

About this Item

Seller Inventory # LU-9783038428114

Bibliographic Details

• Title: Unit Roots and Structural Breaks
• Publisher: Mdpi AG
• Publication Date: 2018
• Language: English
• ISBN 10: 3038428116
• ISBN 13: 9783038428114
• Binding: Paperback
• Edition: Illustrated.
• Condition: New
• Dimensions: 16.99W x 1.14H x 24.41D centimeters 16.99 centimeters width by 1.14 centimeters height by 24.41 centimeters depth
• Weight: 367 grams

About this title

Synopsis

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.