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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
New Developments in Time Series Econometrics

New Developments in Time Series Econometrics

Dufour, Jean-Marie
Raj, Baldev

Paperback

Series: Studies in Empirical Economics

Business GeneralEconomicsProbability & Statistics

ISBN10: 3642487440
ISBN13: 9783642487446
Publisher: Springer Nature
Published: Apr 28 2012
Pages: 250
Weight: 0.92
Height: 0.55 Width: 6.69 Depth: 9.61
Language: English
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.

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