New Developments in Time Series Econometrics (Studies in Empirical Economics)

Dufour, Jean-Marie and Baldev Raj

ISBN 10: 3790807664 / ISBN 13: 9783790807660

Editore: Physica 29.04.1994., 1994

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250 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 469 0,0 x 0,0 x 0,0 cm, Gebundene Ausgabe.

Codice articolo 377438

Dati bibliografici

• Titolo: New Developments in Time Series Econometrics (Studies in Empirical Economics)
• Editore: Physica 29.04.1994.
• Data di pubblicazione: 1994
• Lingua: Inglese
• ISBN 10: 3790807664
• ISBN 13: 9783790807660
• Rilegatura: Rilegato
• Condizione: Gut
• Cataloghi dei venditori:
  • Alle Bücher

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Riassunto

This text contains 11 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: the modelling of multivariate time series; the analysis of structural change; and seasonality and fractional integration. Since these themes are closely interrelated, 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.

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