Friday, June 23, 2017

Unit Roots & Structural Breaks

The open-access journal, Econometrics (of which I'm happy to be an Editorial Board member), has recently published a special issue on the topic of "Unit Roots and Structural Breaks". 

This issue is guest-edited by Pierre Perron, and it includes eight really terrific papers. You can find the special issue here.

© 2017, David E. Giles