Title: Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)
Publisher: Edward Elgar Publishing Ltd
Publication Date: 2003
Language: English
ISBN 10: 1840649518
ISBN 13: 9781840649512
Binding: Hardcover
Condition: New

About this title

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, 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.

About the Author

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

"About this title" may belong to another edition of this title.

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