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Unit Roots and Structural Breaks

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ISBN: 9783038428114 9783038428121 Year: Pages: VI, 162 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Economics --- Mathematics
Added to DOAB on : 2018-04-13 15:24:38
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Abstract

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.

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MDPI - Multidisciplinary Digital Publishing Institute (1)


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english (1)


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2018 (1)