Unit Roots and Structural Breaks

Beschreibung

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.

Autor*in

Pierre Perron
Boston University USA

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Applied Macroeconomics Econometrics Time Series Analysis

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