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.

Store Description

We sell textbooks to students at very affordable prices. All books are brand new, satisfaction guaranteed.

Visit Seller's Storefront

Seller's business information

Romtrade Corp.
39137 BYERS DR., STERLING HEIGHTS, MI, 48310, U.S.A.

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the Abebooks web
sites. If you're dissatisfied with your purchase (Incorrect Book/Not as
Described/Damaged) or if the order hasn't arrived, you're eligible for a refund
within 30 days of the estimated delivery date. If you've changed your mind about
a book that you've ordered, please use the Ask bookseller a question link to
contact us and we'll respond within 2 business days. The contact persons name is
Constantin Marandici and the m...

More Information

Shipping Terms

Orders usually ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. We use USPS, DHL and ARAMEX for shipping.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	5 to 10 business days	3 to 6 business days
First item	US$ 0.00	US$ 0.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.