Role of Structural Breaks in Unit Root Testing
Author | : Sophia Nicolaou |
Publisher | : |
Total Pages | : 80 |
Release | : 2005 |
Genre | : |
ISBN | : |
Download Role of Structural Breaks in Unit Root Testing Book in PDF, ePub and Kindle
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Role Of Structural Breaks In Unit Root Testing PDF full book. Access full book title Role Of Structural Breaks In Unit Root Testing.
Author | : Sophia Nicolaou |
Publisher | : |
Total Pages | : 80 |
Release | : 2005 |
Genre | : |
ISBN | : |
Author | : Pierre Perron |
Publisher | : |
Total Pages | : |
Release | : 2018 |
Genre | : |
ISBN | : 9783038428121 |
Unit Roots and Structural Breaks.
Author | : Uwe Hassler |
Publisher | : |
Total Pages | : 31 |
Release | : 2001 |
Genre | : |
ISBN | : 9783935058292 |
Author | : Paramsothy Silvapulle |
Publisher | : |
Total Pages | : 30 |
Release | : 1995 |
Genre | : Monte Carlo method |
ISBN | : |
Author | : Pierre Perron |
Publisher | : MDPI |
Total Pages | : 167 |
Release | : 2018-04-13 |
Genre | : Business & Economics |
ISBN | : 3038428116 |
This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Author | : G. S. Maddala |
Publisher | : Cambridge University Press |
Total Pages | : 528 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : 9780521587822 |
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author | : Traoré, Fousseini |
Publisher | : Intl Food Policy Res Inst |
Total Pages | : 24 |
Release | : 2021-12-31 |
Genre | : Political Science |
ISBN | : |
Since the seminal paper by Granger and Newbold (1974) on spurious regressions, applied econometricians have become aware of the consequences of unit roots in empirical analysis with time series data. Yet one can still find many published papers with unit root tests implemented in an inappropriate way. The objective of this Technical Note is to highlight the common pitfalls and best practices when testing for unit roots. In addition to the theoretical discussion, we provide examples using price data from Kenya, Mali, Togo, and South Africa to illustrate the procedures we think are worth following.
Author | : David F. Hendry |
Publisher | : |
Total Pages | : 11 |
Release | : 1989 |
Genre | : Time-series analysis |
ISBN | : |
Author | : Peter Hackl |
Publisher | : Springer Science & Business Media |
Total Pages | : 377 |
Release | : 2013-06-29 |
Genre | : Business & Economics |
ISBN | : 3662068249 |
Structural change is a fundamental concept in economic model building. Statistics and econometrics provide the tools for identification of change, for estimating the onset of a change, for assessing its extent and relevance. Statistics and econometrics also have de veloped models that are suitable for picturing the data-generating process in the presence of structural change by assimilating the changes or due to the robustness to its presence. Important subjects in this context are forecasting methods. The need for such methods became obvious when, as a consequence of the oil price shock, the results of empirical analyses suddenly seemed to be much less reliable than before. Nowadays, economists agree that models with fixed structure that picture reality over longer periods are illusions. An example for less dramatic causes than the oil price shock with similarly profound effects is economic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".
Author | : Sebastian Fossati |
Publisher | : |
Total Pages | : 38 |
Release | : 2011 |
Genre | : |
ISBN | : |