New Developments in Time Series Econometrics - Dufour Jean-Marie
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.
EAN: 9783642487446Potrzebujesz pomocy? Masz pytania?Zadaj pytanie a my odpowiemy niezwłocznie, najciekawsze pytania i odpowiedzi publikując dla innych. 
