Articles liés à New Developments in Time Series Econometrics
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.
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New Developments in Time Series Econometrics
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Physica-Verlag HD, 2012
ISBN 10 : 3642487440
ISBN 13 : 9783642487446
Neuf
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Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 mul. N° de réf. du vendeur 5062436
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New Developments in Time Series Econometrics
impression à la demandeVendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. N° de réf. du vendeur 9783642487446
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New Developments in Time Series Econometrics
impression à la demandeVendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 260 pp. Englisch. N° de réf. du vendeur 9783642487446
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New Developments in Time Series Econometrics (Studies in Empirical Economics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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New Developments in Time Series Econometrics (Studies in Empirical Economics)
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New Developments in Time Series Econometrics
Edité par
Physica-Verlag HD Apr 2012, 2012
ISBN 10 : 3642487440
ISBN 13 : 9783642487446
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Physica Verlag, Tiergartenstr. 17, 69121 Heidelberg 260 pp. Englisch. N° de réf. du vendeur 9783642487446
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New Developments in Time Series Econometrics
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 260. N° de réf. du vendeur 26128019936
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New Developments in Time Series Econometrics
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 260 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 131519039
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New Developments in Time Series Econometrics
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 260. N° de réf. du vendeur 18128019946
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New Developments in Time Series Econometrics (Studies in Empirical Economics)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. reprint edition. 250 pages. 9.50x6.50x0.50 inches. In Stock. N° de réf. du vendeur x-3642487440
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