Unit roots and structural breaks / edited by Pierre Perron.

Format:

Book

Contributor:

Perron, Pierre, editor.

Language:

English

Subjects (All):

Economic development.

Physical Description:

1 online resource (166 pages)

Place of Publication:

Basel, Switzerland : MDPI, 2018.

Summary:

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.

Contents:

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.

Notes:

CC BY-NC-ND

Description based on publisher supplied metadata and other sources.

ISBN:

9783038428121

3038428124

OCLC:

1154304488

Publisher Number:

10.3390/books978-3-03842-812-1