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Unit Roots and Structural Breaks

About 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 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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  • Language:
  • English
  • ISBN:
  • 9783038428114
  • Binding:
  • Paperback
  • Pages:
  • 166
  • Published:
  • April 12, 2018
  • Dimensions:
  • 170x244x11 mm.
  • Weight:
  • 367 g.
Delivery: 1-2 weeks
Expected delivery: August 8, 2025

Description of 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 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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