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 29.04.1994., 1994

About this Item

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

Seller Inventory # 377438

Bibliographic Details

• Title: New Developments in Time Series Econometrics (Studies in Empirical Economics)
• Publisher: Physica 29.04.1994.
• Publication Date: 1994
• Language: English
• ISBN 10: 3790807664
• ISBN 13: 9783790807660
• Binding: Hardcover
• Condition: Gut
• Weight: 469 grams
• Seller catalogs:
  • Alle Bücher

About this title

Synopsis

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.