Articles liés à New Developments in Time Series Econometrics

New Developments in Time Series Econometrics - Couverture rigide

 
9783790807660: New Developments in Time Series Econometrics
Couverture rigide
ISBN 10 : 3790807664 ISBN 13 : 9783790807660
Editeur : Physica-Verlag GmbH & Co, 1994

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Physica-Verlag GmbH & Co
Date d'édition
1994
Langue
anglais
ISBN 10 
3790807664
ISBN 13 
9783790807660
Reliure
Relié
Nombre de pages
256
Éditeur
Dufour J-.M., Raj B.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible