Time series econometrics. Volume 1. Unit roots and trend breaks

DOI10.1142/10930-VOL1MaRDI QIDQ4629093zbMATH OpenOpenAlexFDO

Authors

Publication date 25 March 2019

Published in Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/10930-vol1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of reprinted articles (00B60)

Recommendations

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Cited in

(6)

• More powerful modifications of unit root tests allowing structural change
• Unit root tests based on IV estimators for time series with multiple breaks
• Time series econometrics. Volume 2. Structural change
• scientific article; zbMATH DE number 1228064 (Why is no real title available?)
• Unit roots: a selective review of the contributions of Peter C. B. Phillips
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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