Unit Roots and Structural Breaks - Pierre Perron - Books - Mdpi AG - 9783038428114 - April 13, 2018
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Unit Roots and Structural Breaks

Pierre Perron

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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 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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 13, 2018
ISBN13 9783038428114
Publishers Mdpi AG
Pages 166
Dimensions 170 × 244 × 11 mm   ·   367 g
Language English  

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