New Developments in Time Series Econometrics PDF
Edited by Jean-Marie Dufour, Baldev Raj
Part of the Studies in Empirical Economics series
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Description
This book contains eleven 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: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration.
Since these themes are closely inter-related, 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.
Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
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Download Now
- Format:PDF
- Publisher:Physica-Verlag HD
- Publication Date:06/12/2012
- Category:
- ISBN:9783642487422
Information
-
Download Now
- Format:PDF
- Publisher:Physica-Verlag HD
- Publication Date:06/12/2012
- Category:
- ISBN:9783642487422
