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...
| Otros Autores: | |
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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 |
Tabla de Contenidos:
- About the Special Issue Editor
- Pierre Perron Unit Roots and Structural Breaks doi: 10.3390/econometrics5020022
- Cheol-Keun Cho and Timothy J. Vogelsang Fixed-5 Inference for Testing Structural Change in a Time Series Regression doi: 10.3390/econometrics5010002
- Jingjing Yang Consistency of Trend Break Point Estimator with Underspecified Break Number doi: 10.3390/econometrics5010004
- Aparna Sengupta Testing for a Structural Break in a Spatial Panel Model doi: 10.3390/econometrics5010012
- Ricardo Quineche and Gabriel Rodríguez Selecting the Lag Length for the MGLS Unit Root Tests withStructural Change: A Warning Note for Practitioners Based on Simulations! doi: 10.3390/econometrics5020017
- Seong Yeon Chang and Pierre Perron Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses doi: 10.3390/econometrics5010005
- Man Wang and Ngai Hang Chan Testing for the Equality of Integration Orders of Multiple Series doi: 10.3390/econometrics4040049
- María Dolores Gadea, Ana Gómez-Loscos and Antonio Montañés Oil Price and Economic Growth: A Long Story? doi: 10.3390/econometrics4040041
- Jesús Clemente, María Dolores Gadea, Antonio Montañés and Marcelo Reyes Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries doi: 10.3390/econometrics5010011.
