New Developments in Time Series Econometrics
Format: Paperback
ISBN13: 9783642487439
Paperback|9783642487439
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Overview
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.
| ISBN-13 | 9783642487439 |
|---|---|
| ISBN-10 | 3642487432 |
| Weight | 0.93 Pounds |
| Dimensions | 6.69 x 0.55 x 9.61 In |
| List Price | $24.99 |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | 260 pages |
| Publisher | Physica |
| Published On | 1994-04-29 |
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