New Developments in Time Series Econometrics - Couverture rigide

 
9783790807660: New Developments in Time Series Econometrics

Synopsis

This text contains 11 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: the modelling of multivariate time series; the analysis of structural change; and seasonality and fractional integration. Since these themes are closely interrelated, 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.

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9783642487446: New Developments in Time Series Econometrics

Edition présentée

ISBN 10 :  3642487440 ISBN 13 :  9783642487446
Editeur : Physica, 2012
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