New developments in time series econometrics:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Heidelberg
Physica-Verl.
1994
|
| Series: | Studies in empirical economics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Weitere Ausgabe: Auch in: Empirical economics. - 18 (1993), Nr. 4 |
| Physical Description: | 250 S. graph. Darst. |
| ISBN: | 3790807664 038791482X |
Staff View
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| 245 | 1 | 0 | |a New developments in time series econometrics |c Jean-Marie Dufour ... (eds.) |
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Record in the Search Index
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| adam_text | Contents
New Developments in Time Series Econometrics: An Overview
Jean Marie Dufour and Baldev Raj 1
Modelling of Multivariate Economic Time Series
Usefulness of Linear Transformations in Multivariate Time Series
Analysis
George C. Tiao, Ruey S. Tsay and Taychang Wang 11
VAR Modelling and Haavelmo s Probability Approach to Macroecon
omic Modelling
Katarina Juselius 39
Inference in Expectations Models of the Term Structure: A Non parame¬
tric Approach
Bryan Campbell and John W. Galbraith 67
Adjustment Costs and Time To Build in Factor Demand in the U.S.
Manufacturing Industry
Franz C. Palm, H. M. M. Peelers and G. A. Pfann 83
Structural Change Analysis
Parameter Constancy in Cointegrating Regressions
Carmela E. Quintos and Peter C. B. Phillips 119
The HUMP Shaped Behavior of Macroeconomic Fluctuations
Pierre Perron 151
The Sources of the U.S. Money Demand Instability
Helmut LUtkepohl 173
Seasonality, Cointegration and Fractional Integration
On the (Mis)Specification of Seasonality and its Consequences: An Em¬
pirical Investigation with US Data
Eric Ghysels, Hahn S. Lee and Pierre L. Sikhs 191
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal
Series
Robert M. Kunst 205
A Note on Johansen s Cointegration Procedure when Trends are
Present
Pierre Perron and John Y. Campbell 221
Small Sample Bias in Conditional Sum of Squares Estimators of
Fractionally Integrated ARMA Models
Ching Fan Chung and Richard T. Baillie 235
|
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| indexdate | 2024-07-09T17:36:53Z |
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| isbn | 3790807664 038791482X |
| language | English |
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| publishDate | 1994 |
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| publisher | Physica-Verl. |
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| series2 | Studies in empirical economics |
| spelling | New developments in time series econometrics Jean-Marie Dufour ... (eds.) Heidelberg Physica-Verl. 1994 250 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Studies in empirical economics Weitere Ausgabe: Auch in: Empirical economics. - 18 (1993), Nr. 4 Macroéconomie - Modèles économétriques Modèles économétriques Tijdreeksen gtt Économétrie Ökonometrisches Modell Econometric models Econometrics Macroeconomics Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Dufour, Jean-Marie Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006305563&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | New developments in time series econometrics Macroéconomie - Modèles économétriques Modèles économétriques Tijdreeksen gtt Économétrie Ökonometrisches Modell Econometric models Econometrics Macroeconomics Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4143413-4 |
| title | New developments in time series econometrics |
| title_auth | New developments in time series econometrics |
| title_exact_search | New developments in time series econometrics |
| title_full | New developments in time series econometrics Jean-Marie Dufour ... (eds.) |
| title_fullStr | New developments in time series econometrics Jean-Marie Dufour ... (eds.) |
| title_full_unstemmed | New developments in time series econometrics Jean-Marie Dufour ... (eds.) |
| title_short | New developments in time series econometrics |
| title_sort | new developments in time series econometrics |
| topic | Macroéconomie - Modèles économétriques Modèles économétriques Tijdreeksen gtt Économétrie Ökonometrisches Modell Econometric models Econometrics Macroeconomics Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Macroéconomie - Modèles économétriques Modèles économétriques Tijdreeksen Économétrie Ökonometrisches Modell Econometric models Econometrics Macroeconomics Econometric models Zeitreihenanalyse Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006305563&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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