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Book synopsis

This authoritative collection brings together the most important papers in time series econometrics published since 1990. These articles cover a range of central aspects of the field, concentrating in the main on theoretical and methodological developments. Taken together, they provide an overview of the current status of research in time series econometrics, emphasizing those areas that appear to have attracted most recent interest in the profession. Volume one includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume two covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.

Book details

Book category Books in English Economics, finance, business & management Economics Econometrics

• Full title: Recent Developments in Time Series
• Author: Paul Newbold, Stephen J. Leybourne
• Language: English
• Binding: Hardback
• Number of pages: 1200
• EAN: 9781840649512
• ID: 04849421
• Publisher: Edward Elgar Publishing Ltd
• Weight: 2366 g
• Dimensions: 244 × 169 × 95 mm
• Date of publishing: 26. August 2003

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