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New Developments in Time Series Econometrics - Studies in Empirical Economics (Paperback)
  • New Developments in Time Series Econometrics - Studies in Empirical Economics (Paperback)
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New Developments in Time Series Econometrics - Studies in Empirical Economics (Paperback)

(editor), (editor)
£109.99
Paperback 250 Pages / Published: 28/04/2012
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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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783642487446
Number of pages: 250
Weight: 454 g
Dimensions: 244 x 170 x 14 mm
Edition: Softcover reprint of the original 1st ed. 199

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