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New Developments in Time Series Econometrics (Paperback, Softcover reprint of the original 1st ed. 1994) Loot Price: R2,789
Discovery Miles 27 890
Repayment Terms: R261 pm x 12*
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New Developments in Time Series Econometrics (Paperback, Softcover reprint of the original 1st ed. 1994): Jean-Marie Dufour,...

New Developments in Time Series Econometrics (Paperback, Softcover reprint of the original 1st ed. 1994)

Jean-Marie Dufour, Baldev. Raj

Series: Studies in Empirical Economics

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Loot Price R2,789 Discovery Miles 27 890 | Repayment Terms: R261 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Studies in Empirical Economics
Release date: April 2012
First published: 1994
Editors: Jean-Marie Dufour • Baldev. Raj (Materials, Chemical and Reprocessing Groups, Indira Gandhi Centre for Atomic Research, India)
Dimensions: 244 x 170 x 14mm (L x W x T)
Format: Paperback
Pages: 250
Edition: Softcover reprint of the original 1st ed. 1994
ISBN-13: 978-3-642-48744-6
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 3-642-48744-0
Barcode: 9783642487446

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