New Developments in Time Series Econometrics (Studies in Empirical Economics) - Softcover

 
9783642487446: New Developments in Time Series Econometrics (Studies in Empirical Economics)
Softcover
ISBN 10: 3642487440 ISBN 13: 9783642487446
Verlag: Physica, 2012

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Physica
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
3642487440
ISBN 13 
9783642487446
Einband
Tapa blanda
Anzahl der Seiten
260
Herausgeber
Dufour Jean-Marie, Raj Baldev
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9783790807660: New Developments in Time Series Econometrics (Studies in Empirical Economics)

Vorgestellte Ausgabe

ISBN 10:  3790807664 ISBN 13:  9783790807660
Verlag: Physica-Verlag GmbH & Co, 1994
Hardcover