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:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (vi, 250 pages 28 illustrations)
ISBN:9783642487422 (electronic bk.)
3642487424 (electronic bk.)