New Developments in Time Series Econometrics / Studies in Empirical Economics (PDF)
(Sprache: Englisch)
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...
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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.
Bibliographische Angaben
- 2012, 1994, 250 Seiten, Englisch
- Herausgegeben: Jean-Marie Dufour, Baldev Raj
- Verlag: Physica-Verlag HD
- ISBN-10: 3642487424
- ISBN-13: 9783642487422
- Erscheinungsdatum: 06.12.2012
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 22 MB
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Sprache:
Englisch
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