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Anglický jazyk
New Developments in Time Series Econometrics
Autor: Jean-Marie Dufour
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... Viac o knihe
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O knihe
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.
- Vydavateľstvo: Physica
- Rok vydania: 2012
- Formát: Paperback
- Rozmer: 244 x 170 mm
- Jazyk: Anglický jazyk
- ISBN: 9783642487446
