New Developments in Time Series Econometrics (Studies in Empirical Economics)

Dufour, Jean-Marie

ISBN 10: 3790807664 / ISBN 13: 9783790807660

Published by Physica, 1994

About this Item

Zustand: Gut | Sprache: Englisch | Produktart: Bücher.

Seller Inventory # 38542920/203

Bibliographic Details

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