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Item Details
Title:
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NEW DEVELOPMENTS IN TIME SERIES ECONOMETRICS
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By: |
Jean-Marie Dufour (Editor), Baldev Raj (Editor) |
Format: |
Paperback |
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List price:
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£109.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
3642487440 |
ISBN 13: |
9783642487446 |
Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
Pub. date: |
28 April, 2012 |
Edition: |
Softcover reprint of the original 1st ed. 1994 |
Series: |
Studies in Empirical Economics |
Pages: |
250 |
Synopsis: |
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. |
Illustrations: |
54 Tables, black and white; 59 Illustrations, black and white; VI, 250 p. |
Publication: |
Germany |
Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
Returns: |
Returnable |
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