Unit Roots and Structural Breaks

Unit Roots and Structural Breaks

Paperback (13 Apr 2018)

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Publisher's 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.

Book information

ISBN: 9783038428114
Publisher: Mdpi AG
Imprint: Mdpi AG
Pub date:
Language: English
Number of pages: 166
Weight: 367g
Height: 244mm
Width: 170mm
Spine width: 11mm