New Developments in Time Series Econometrics Studies in Empirical Economics

Dufour, Jean-Marie and Baldev Raj:

ISBN 10: 3790807664 / ISBN 13: 9783790807660

Published by Physica Verlag;, 1994

About this Item

250 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Sprache: Englisch Gewicht in Gramm: 470.

Seller Inventory # 1424472

Bibliographic Details

• Title: New Developments in Time Series Econometrics Studies in Empirical Economics
• Publisher: Physica Verlag
• Publication Date: 1994
• Language: English
• ISBN 10: 3790807664
• ISBN 13: 9783790807660
• Binding: gebundene Ausgabe
• Condition: Gut
• Weight: 470 grams
• Seller catalogs:
  • 604 Wirtschaft

About this title

Synopsis

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.