Articoli correlati a Recent Developments in Time Series

Recent Developments in Time Series - Rilegato

 
9781840649512: Recent Developments in Time Series
Rilegato
ISBN 10: 1840649518 ISBN 13: 9781840649512
Casa editrice: Edward Elgar Pub, 2003

Sinossi

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, emphasising those areas that appear to have attracted most recent interest in the profession.

Volume I includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume II covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.

These volumes will be essential reading for all who have an interest in this rapidly advancing subject.

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Informazioni sull'autore

Edited by Paul Newbold and Stephen J. Leybourne, Professors of Econometrics, University of Nottingham, UK

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Editore
Edward Elgar Pub
Data di pubblicazione
2003
Lingua
Inglese
ISBN 10 
1840649518
ISBN 13 
9781840649512
Rilegatura
Copertina rigida
Numero di pagine
200
Redattore
Newbold Paul, Leybourne Stephen J.
Contatto del produttore
non disponibile
Persona responsabile
non disponibile