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New Developments in Time Series Econometrics

Produktform: E-Buch Text Elektronisches Buch in proprietärem

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.weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Elektronisches Format: PDF

Sprache(n): Englisch

ISBN: 978-3-642-48742-2 / 978-3642487422 / 9783642487422

Verlag: Physica

Erscheinungsdatum: 06.12.2012

Seiten: 250

Herausgegeben von Baldev Raj, Jean-Marie Dufour

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