New Developments in Time Series Econometrics
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 inte…
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Produktdetails
Weitere Autoren: Raj, Baldev (Hrsg.)
- ISBN: 978-3-642-48742-2
- EAN: 9783642487422
- Produktnummer: 38256263
- Verlag: Physica-Verlag HD
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 250 S.
- Plattform: PDF
- Auflage: 1994
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