Reprint
Unit Roots and Structural Breaks
Edited by
April 2018
166 pages
- ISBN978-3-03842-811-4 (Paperback)
- ISBN978-3-03842-812-1 (PDF)
This book is a reprint of the Special Issue Unit Roots and Structural Breaks that was published in
Business & Economics
Computer Science & Mathematics
Format
- Paperback
License
© 2019 by the authors; CC BY license
Keywords
oil price; business cycle; structural breaks; asymptotic normal; fractional cointegration; Monte Carlo experiment; residual-based test; HAC estimator; kernel; bandwidth; partial structural change; break point; deterministic trend; linear trend; multiple trend shifts; underspecified break number; Pitman drift; limiting distribution; hypothesis testing; LM test; slope change; spurious break; trend function; unit roots; structural breaks; interest rates; inflation; Fisher effect; panel model; structural change; spatial econometrics; spatio-temporal; U.S. state budget; unit root tests; structural change; truncation lag; GLS detrending; information criteria; sequential general to specific t-sig method; n/a