Unit Root Tests and Structural Breaks
Language: en
Pages: 30

Unit Root Tests and Structural Breaks

Authors: Paramsothy Silvapulle
Categories: Monte Carlo method
Type: BOOK - Published: 1995 - Publisher:

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Unit Roots, Cointegration, and Structural Change
Language: en
Pages: 528

Unit Roots, Cointegration, and Structural Change

Authors: G. S. Maddala
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Cambridge University Press

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Seasonal Unit Root Tests Under Structural Breaks
Language: en
Pages: 31

Seasonal Unit Root Tests Under Structural Breaks

Authors: Uwe Hassler
Categories:
Type: BOOK - Published: 2001 - Publisher:

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Unit Roots and Structural Breaks
Language: en
Pages: 167

Unit Roots and Structural Breaks

Authors: Pierre Perron
Categories: Business & Economics
Type: BOOK - Published: 2018-04-13 - Publisher: MDPI

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This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Unit root tests: Common pitfalls and best practices
Language: en
Pages: 24

Unit root tests: Common pitfalls and best practices

Authors: Traoré, Fousseini
Categories: Political Science
Type: BOOK - Published: 2021-12-31 - Publisher: Intl Food Policy Res Inst

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Since the seminal paper by Granger and Newbold (1974) on spurious regressions, applied econometricians have become aware of the consequences of unit roots in em