Volumes 10.1 and 10.2. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,2450grams, ISBN:1840649518.

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Bibliographic Details

Title

Recent Developments in Time Series (Volumes 10.1 and 10.2)

Publisher

Edward Elgar

Publication Date

2003

Language

English

ISBN 10

1840649518

ISBN 13

9781840649512

Binding

Hardcover

Condition

Good

Weight

2450 grams

Seller catalogs

Economics

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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