New Developments in Time Series Econometrics

Name: New Developments in Time Series Econometrics
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642487446
Price: 2286 CZK
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Autor: Jean-Marie Dufour, Baldev Raj

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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2 286 Kč

This book contains eleven articles which provide empirical applications as well as theoretical exten...

Informace o knize

Autor

Jean-Marie Dufour, Baldev Raj

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2012

Stránek

250

EAN

9783642487446

ISBN

3642487440

Enbook ID

02646022

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

455

Rozměry

170 x 244 x 15

Kompletní popis

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.

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New Developments in Time Series Econometrics

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