Time Series Econometrics - Volume 2: Structural Change

by Pierre Perron

Volume 1 covers statistical methods related to unit roots, trend breaks and their interplay. Testing for unit roots has been a topic of wide interest and the author was at the forefront of this research. The book covers important topics such as the Phillips-Perron unit root test and theoretical analyses about their properties, how this and other tests could be improved, and ingredients needed to achieve better tests and the proposal of a new class...

• Format: Hardcover
• Language: English
• ISBN: 9813237899
• ISBN13: 9789813237896
• Release Date: November 2018
• Publisher: World Scientific Publishing Company
• Length: 972 Pages
• Weight: 3.21 lbs.
• Dimensions: 2.0" x 6.0" x 9.0"