This authoritative collection brings together the most important
papers in time series econometrics published since 1990. These
articles cover a range of central aspects of the field,
concentrating in the main on theoretical and methodological
developments. Taken together, they provide an overview of the
current status of research in time series econometrics, emphasising
those areas that appear to have attracted most recent interest in
the profession. Volume I includes sections on unit root and
stationarity tests; cointegration; structural breaks; nonlinearity;
and long memory. Volume II covers conditional heteroskedasticity;
stochastic volatility; unobserved components; trend function
analysis; prediction; seasonality; and causality. These volumes
will be essential reading for all who have an interest in this
rapidly advancing subject.
General
| Imprint: |
Edward Elgar Publishing Ltd
|
| Country of origin: |
United Kingdom |
| Series: |
The International Library of Critical Writings in Econometrics series |
| Release date: |
August 2003 |
| Editors: |
Paul Newbold
• Stephen J. Leybourne
|
| Dimensions: |
244 x 169 x 95mm (L x W x H) |
| Format: |
Hardcover
|
| Pages: |
1200 |
| ISBN-13: |
978-1-84064-951-2 |
| Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
|
| LSN: |
1-84064-951-8 |
| Barcode: |
9781840649512 |
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