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...
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Heidelberg
Physica-Verlag HD
1994
|
| Ausgabe: | 1st ed. 1994 |
| Schriftenreihe: | Studies in Empirical Economics
|
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (VI, 250 p. 59 illus) |
| ISBN: | 9783642487422 |
| DOI: | 10.1007/978-3-642-48742-2 |
Internformat
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| spelling | New Developments in Time Series Econometrics edited by Jean-Marie Dufour, Baldev Raj 1st ed. 1994 Heidelberg Physica-Verlag HD 1994 1 Online-Ressource (VI, 250 p. 59 illus) txt rdacontent c rdamedia cr rdacarrier Studies in Empirical Economics 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 Economic Theory/Quantitative Economics/Mathematical Methods Statistics for Business, Management, Economics, Finance, Insurance Economic theory Statistics 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 edt Raj, Baldev edt Erscheint auch als Druck-Ausgabe 9783642487446 Erscheint auch als Druck-Ausgabe 9783790807660 Erscheint auch als Druck-Ausgabe 9783642487439 https://doi.org/10.1007/978-3-642-48742-2 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | New Developments in Time Series Econometrics Economic Theory/Quantitative Economics/Mathematical Methods Statistics for Business, Management, Economics, Finance, Insurance Economic theory Statistics Zeitreihenanalyse (DE-588)4067486-1 gnd |
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| 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_exact_search_txtP | New Developments in Time Series Econometrics |
| title_full | New Developments in Time Series Econometrics edited by Jean-Marie Dufour, Baldev Raj |
| title_fullStr | New Developments in Time Series Econometrics edited by Jean-Marie Dufour, Baldev Raj |
| title_full_unstemmed | New Developments in Time Series Econometrics edited by Jean-Marie Dufour, Baldev Raj |
| title_short | New Developments in Time Series Econometrics |
| title_sort | new developments in time series econometrics |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Statistics for Business, Management, Economics, Finance, Insurance Economic theory Statistics Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Statistics for Business, Management, Economics, Finance, Insurance Economic theory Statistics Zeitreihenanalyse Aufsatzsammlung |
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