Unit roots and structural breaks / / edited by 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...

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Bibliographic Details
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Place / Publishing House:Basel, Switzerland : : MDPI,, 2018.
Year of Publication:2018
Language:English
Physical Description:1 online resource (166 pages)
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