New Developments in Time Series Econometrics (e-bog) af -
Raj, Baldev (redaktør)

New Developments in Time Series Econometrics e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
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...
E-bog 875,33 DKK
Forfattere Raj, Baldev (redaktør)
Forlag Physica
Udgivet 6 december 2012
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783642487422
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.