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Unit Roots and Structural Breaks Pierre Perron
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発送予定日 年8月25日 - 年9月10日
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Unit Roots and Structural Breaks
Pierre Perron
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.
