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Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an ec
Econometrics of Structural Change
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This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing impro
Economic Structural Change
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Structural change is a fundamental concept in economic model building. Statistics and econometrics provide the tools for identification of change, for estimatin
Unit Roots, Cointegration, and Structural Change
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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.