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- Publisher: Physica Verlag
- Year: 2012
- Pages: 250
- ISBN-10: 3642487440
- ISBN-13: 9783642487446
- Format: 17 x 24.4 x 1.4 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
New Developments in Time Series Econometrics (e-book) (used book) | bookbook.eu
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Description
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.
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- Publisher: Physica Verlag
- Year: 2012
- Pages: 250
- ISBN-10: 3642487440
- ISBN-13: 9783642487446
- Format: 17 x 24.4 x 1.4 cm, minkšti viršeliai
- Language: English English
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.
Reviews