Unit Roots, Cointegration, and Structural Change

bootstrap; outliers; Bayesian analysis; cointegration; unit roots; error correction; structural change; regime switching models; fractional unit roots; cointegrated systems; I(2)-processes

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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