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

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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