New Developments in Time Series Econometrics
PhysicaSivumäärä: 250 sivuaAsu: Pehmeäkantinen kirjaJulkaisuvuosi: 2012, 28.04.2012 (lisätietoa)Kieli: Englanti 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.
Tilaustuote | Arvioimme, että tuote lähetetään meiltä noin 17-20 arkipäivässä