Special Issue "Unit Roots and Structural Breaks"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (31 August 2016)
This Special Issue deals with problems related to unit roots and structural change, especially the interplay between the two. Possible topics include, but are not limited to: testing for a unit root allowing for changes in the trend function, testing for structural changes allowing the noise to be integrated or stationary, improvements of and/or analysis of existing leading unit root procedures; testing for cointegration allowing breaks in the trend function, testing for co-trending among processes with a non-linear (e.g., broken) trend, the problem of non-monotonic power of some classes of structural change tests including possible solutions, tests for change in persistence (e.g., I(1) versus I(0) or I(1) versus explosive), how neglected structural changes affect common inference problems, structural change versus fractional integration.
The issues mentioned above 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 and analyses of the properties of existing procedures. The aim is to provide contributions that follow up on what has been done and/or offer new perspectives on such issues and related ones.
Prof. Dr. Pierre Perron
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Econometrics is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) is waived for well-prepared manuscripts submitted to this issue. Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- structural change
- breaking trend function
- integrated processes
- hypothesis testing
- non-monotonic power
- cointegrated processes