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Unit Roots and Structural Breaks - Paperback

Unit Roots and Structural Breaks - Paperback

9783038428114
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by Pierre Perron (Guest Editor)

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.

Number of Pages: 166
Dimensions: 0.45 x 9.61 x 6.69 IN
Illustrated: Yes
Publication Date: April 13, 2018