Recent Developments in Time Series - The International Library of Critical Writings in Econometrics Series 10 (Hardback)
  • Recent Developments in Time Series - The International Library of Critical Writings in Econometrics Series 10 (Hardback)
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Recent Developments in Time Series - The International Library of Critical Writings in Econometrics Series 10 (Hardback)

(editor), (editor)
£363.00
Hardback 1200 Pages / Published: 26/08/2003
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This authoritative collection brings together the most important papers in time series econometrics published since 1990. These articles cover a range of central aspects of the field, concentrating in the main on theoretical and methodological developments. Taken together, they provide an overview of the current status of research in time series econometrics, emphasising those areas that appear to have attracted most recent interest in the profession. Volume I includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume II covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality. These volumes will be essential reading for all who have an interest in this rapidly advancing subject.

Publisher: Edward Elgar Publishing Ltd
ISBN: 9781840649512
Number of pages: 1200
Weight: 2395 g
Dimensions: 169 x 244 mm

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