LIBROS DEL AUTOR: pierre perron

3 resultados para LIBROS DEL AUTOR: pierre perron

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  • Time Series Econometrics
    Pierre Perron
    Volume 1 covers statistical methods related to unit roots, trend breaks and their interplay. Testing for unit roots has been a topic of wide interest and the author was at the forefront of this research. The book covers important topics such as the Phillips-Perron unit root test and theoretical analyses about their properties, how this and other tests could be improved, and ing...
    Disponible

    226,25 €

  • Time Series Econometrics
    Pierre Perron
    Volume 2 is about statistical methods related to structural change in time series models. The approach adopted is off-line whereby one wants to test for structural change using a historical dataset and perform hypothesis testing. A distinctive feature is the allowance for multiple structural changes. The methods discussed have, and continue to be, applied in a variety of fields...
    Disponible

    233,11 €

  • Unit Roots and Structural Breaks
    Pierre Perron
    This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have been made. Still, there is scope for improvements to and analyses of the existing pro...
    Disponible

    51,74 €