New Developments in Time Series Econometrics (1994) (Studies in Empirical Economics)
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- Synopsis
- This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
- Copyright:
- 1994
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642487422
- Related ISBNs:
- 9783790807660
- Publisher:
- Physica-Verlag HD
- Date of Addition:
- 07/17/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Jean-Marie Dufour
- Edited by:
- Baldev Raj
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- by Jean-Marie Dufour
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- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics