New Developments in Time Series Econometrics /

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 o...

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Bibliographic Details

Main Author:	Dufour, Jean-Marie
Corporate Author:	SpringerLink (Online service)
Other Authors:	Raj, Baldev
Format:	eBook
Language:	English
Published:	Heidelberg : Physica-Verlag HD, 1994.
Series:	Studies in empirical economics.
Subjects:	Economics. Economics > Statistics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book