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Opis

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.

Szczegóły książki

Kategoria Knihy po anglicky Economics, finance, business & management Economics Economic theory & philosophy

• Pełny tytuł: New Developments in Time Series Econometrics
• Autor: Jean-Marie Dufour, Baldev Raj
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 250
• EAN: 9783642487446
• ISBN: 3642487440
• ID: 02646022
• Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Waga: 455 g
• Wymiary: 244 × 170 × 15 mm
• Data wydania: 28. April 2012

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