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New Developments in Time Series Econometrics
. Ed(S): Dufour, Jean-Marie; Raj, Baldev
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Description for New Developments in Time Series Econometrics
Paperback. Editor(s): Dufour, Jean-Marie; Raj, Baldev. Series: Studies in Empirical Economics. Num Pages: 256 pages, 59 black & white illustrations, 54 black & white tables, biography. BIC Classification: KCA; PBT. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 14. Weight in Grams: 454.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
256
Condition
New
Series
Studies in Empirical Economics
Number of Pages
250
Place of Publication
Berlin, Germany
ISBN
9783642487446
SKU
V9783642487446
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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