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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Basel, Switzerland :
MDPI
2018.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009746224906719 |
| Sumario: | 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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| Descripción Física: | 1 online resource (166 pages) |
| ISBN: | 9783038428121 |
