New Developments in Time Series Econometrics - Couverture souple

Couverture souple

ISBN 10 : 3642487440 ISBN 13 : 9783642487446

Editeur : Physica, 2012

Synopsis

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.

Détails de l'édition

• Éditeur: Physica
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 3642487440
• ISBN 13: 9783642487446
• Reliure: Broché
• Nombre de pages: 260
• Éditeur: Dufour Jean-Marie, Raj Baldev
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne